+166.6%
GDXJ vs VG
-34.8%
+201.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.0% |
| 7D | -6.2% | +7.0% | -13.3% | -6.1% |
| 30D | +4.6% | +17.2% | -12.6% | +4.9% |
| 3M | +31.3% | +16.8% | +14.5% | +31.8% |
| 6M | -10.7% | +36.3% | -47.0% | -12.0% |
| YTD | +9.1% | +127.9% | -118.8% | +2.5% |
| 1Y | +44.1% | +11.7% | +32.4% | +41.3% |
| All | +166.6% | -34.8% | +201.3% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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