+79.8%
GDXJ vs VIG
+615.0%
-535.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.9% |
| 30D | +8.8% | -2.8% | +11.6% | +11.2% |
| 3M | +29.8% | +2.5% | +27.4% | +27.9% |
| 6M | -5.8% | +8.1% | -13.9% | -10.4% |
| YTD | +13.6% | +9.6% | +4.0% | +7.2% |
| 1Y | +54.5% | +14.2% | +40.3% | +41.8% |
| 3Y | +301.4% | +56.1% | +245.3% | +194.3% |
| 5Y | +236.3% | +62.8% | +173.5% | +139.1% |
| 10Y | +240.1% | +248.2% | -8.1% | +34.4% |
| All | +79.8% | +615.0% | -535.2% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling