+220.4%
GDXJ vs VGT
+136.3%
+84.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +5.0% | -0.4% | +5.4% | +5.2% |
| 3M | +24.1% | +4.4% | +19.6% | +21.3% |
| 6M | -7.4% | +32.1% | -39.4% | -18.8% |
| YTD | +10.2% | +28.8% | -18.6% | -2.2% |
| 1Y | +42.5% | +35.3% | +7.2% | +24.0% |
| 3Y | +285.7% | +124.8% | +161.0% | +162.9% |
| All | +220.4% | +136.3% | +84.1% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 5y: compounded portfolio wealth divided by compounded VGT 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…
5y analysis · Full analysis span regression · 6 months rolling