+211.8%
GDXJ vs VCIT
+29.0%
+182.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +8.4% | -0.8% | +9.2% | +10.5% |
| 3M | +25.5% | -0.5% | +26.0% | +27.5% |
| 6M | -6.3% | -1.4% | -5.0% | -2.0% |
| YTD | +12.1% | -0.8% | +12.9% | +15.6% |
| 1Y | +51.1% | +0.3% | +50.7% | +51.9% |
| 3Y | +296.1% | +19.2% | +276.8% | +168.0% |
| 5Y | +228.1% | +3.6% | +224.5% | +216.8% |
| 10Y | +211.8% | +29.3% | +182.5% | +55.2% |
| All | +211.8% | +29.0% | +182.9% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling