+215.1%
GDXJ vs VMC
+156.6%
+58.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -2.8% | -3.8% | +1.0% | -1.9% |
| 30D | +5.0% | -9.7% | +14.6% | +7.6% |
| 3M | +24.1% | -9.6% | +33.7% | +27.1% |
| 6M | -7.4% | -4.8% | -2.5% | -6.1% |
| YTD | +10.2% | -10.9% | +21.1% | +13.3% |
| 1Y | +42.5% | -15.6% | +58.1% | +48.0% |
| 3Y | +285.7% | +19.3% | +266.4% | +270.0% |
| 5Y | +231.9% | +48.0% | +183.8% | +202.6% |
| All | +215.1% | +156.6% | +58.5% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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