+65.5%
GDXJ vs VCIT
+98.3%
-32.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | -0.3% | +0.5% | +1.0% |
| 30D | +17.9% | -0.8% | +18.6% | +19.8% |
| 3M | +15.3% | -1.0% | +16.3% | +18.2% |
| 6M | -9.4% | -1.8% | -7.6% | -4.9% |
| YTD | +13.4% | -0.7% | +14.1% | +16.3% |
| 1Y | +59.7% | +1.0% | +58.7% | +58.4% |
| 3Y | +283.6% | +18.8% | +264.7% | +175.8% |
| 5Y | +217.6% | +3.5% | +214.1% | +202.6% |
| 10Y | +225.7% | +29.2% | +196.4% | +116.4% |
| All | +65.5% | +98.3% | -32.8% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling