+228.4%
GDXJ vs VMC
+47.2%
+181.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -6.2% | -3.7% | -2.5% | -4.9% |
| 30D | +4.6% | -12.8% | +17.4% | +10.2% |
| 3M | +31.3% | -7.9% | +39.2% | +35.4% |
| 6M | -10.7% | -7.5% | -3.2% | -7.9% |
| YTD | +9.1% | -11.6% | +20.7% | +14.1% |
| 1Y | +44.1% | -14.3% | +58.4% | +51.9% |
| 3Y | +285.4% | +18.5% | +266.9% | +256.8% |
| 5Y | +228.4% | +46.8% | +181.6% | +172.8% |
| All | +228.4% | +47.2% | +181.2% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling