+215.1%
GDXJ vs VIG
+250.0%
-34.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.1% |
| 30D | +5.0% | -2.7% | +7.7% | +7.0% |
| 3M | +24.1% | +2.5% | +21.5% | +22.2% |
| 6M | -7.4% | +9.2% | -16.6% | -12.1% |
| YTD | +10.2% | +9.8% | +0.4% | +4.4% |
| 1Y | +42.5% | +12.4% | +30.2% | +33.2% |
| 3Y | +285.7% | +55.9% | +229.8% | +193.5% |
| 5Y | +231.9% | +63.9% | +167.9% | +144.6% |
| All | +215.1% | +250.0% | -34.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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