+79.5%
GDXJ vs VFC
+17.3%
+62.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | +17.9% | -11.6% | +29.5% | +20.1% |
| 3M | +15.3% | -18.1% | +33.4% | +18.5% |
| 6M | -9.4% | -27.4% | +17.9% | -5.3% |
| YTD | +13.4% | -24.8% | +38.2% | +18.0% |
| 1Y | +59.7% | -8.2% | +67.9% | +60.2% |
| 3Y | +283.6% | -29.1% | +312.7% | +274.0% |
| 5Y | +217.6% | -79.2% | +296.8% | +282.2% |
| 10Y | +225.7% | -68.1% | +293.8% | +240.5% |
| All | +79.5% | +17.3% | +62.3% | -9.0% |
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