+37.8%
GDXJ vs VFC
+81.6%
-43.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.1% |
| 7D | -8.1% | +1.6% | -9.7% | -8.3% |
| 30D | -5.5% | +25.5% | -31.0% | -8.9% |
| 3M | -14.6% | +41.3% | -55.8% | -19.3% |
| 6M | -23.2% | +22.2% | -45.4% | -26.1% |
| YTD | -13.0% | +16.4% | -29.4% | -15.7% |
| 1Y | +2.8% | +38.4% | -35.7% | -3.1% |
| 3Y | +221.5% | +56.2% | +165.3% | +175.2% |
| 5Y | +123.4% | -68.2% | +191.5% | +151.1% |
| 10Y | +238.2% | -48.4% | +286.5% | +226.2% |
| All | +37.8% | +81.6% | -43.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling