+215.1%
GDXJ vs VCLT
+17.1%
+198.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -2.8% | -1.4% | -1.5% | -1.4% |
| 30D | +5.0% | -1.2% | +6.1% | +6.3% |
| 3M | +24.1% | -4.8% | +28.8% | +30.5% |
| 6M | -7.4% | -2.6% | -4.8% | -4.2% |
| YTD | +10.2% | -3.3% | +13.6% | +14.7% |
| 1Y | +42.5% | -4.8% | +47.4% | +50.5% |
| 3Y | +285.7% | +11.5% | +274.2% | +245.1% |
| 5Y | +231.9% | -17.0% | +248.8% | +299.6% |
| All | +215.1% | +17.1% | +198.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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