+215.1%
GDXJ vs VFC
-69.1%
+284.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.6% |
| 30D | +5.0% | -9.0% | +13.9% | +6.4% |
| 3M | +24.1% | -24.2% | +48.2% | +28.7% |
| 6M | -7.4% | -18.5% | +11.2% | -4.9% |
| YTD | +10.2% | -25.9% | +36.1% | +14.6% |
| 1Y | +42.5% | -13.0% | +55.5% | +44.3% |
| 3Y | +285.7% | -20.3% | +306.0% | +269.8% |
| 5Y | +231.9% | -78.1% | +309.9% | +290.3% |
| All | +215.1% | -69.1% | +284.2% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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