+74.5%
GDXJ vs VGT
+2,045.6%
-1,971.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 6M | -7.4% | +32.1% | -39.4% | -18.5% |
| YTD | +10.2% | +28.8% | -18.6% | -1.8% |
| 1Y | +42.5% | +35.3% | +7.2% | +24.3% |
| 3Y | +285.7% | +124.8% | +161.0% | +159.8% |
| 5Y | +231.9% | +137.9% | +93.9% | +112.0% |
| 10Y | +230.0% | +814.2% | -584.3% | -0.5% |
| All | +74.5% | +2,045.6% | -1,971.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling