+79.5%
GDXJ vs VMC
+526.3%
-446.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +0.2% | -4.3% | +4.5% | +1.4% |
| 30D | +17.9% | -8.2% | +26.1% | +20.6% |
| 3M | +15.3% | -7.0% | +22.4% | +17.5% |
| 6M | -9.4% | -10.8% | +1.3% | -6.7% |
| YTD | +13.4% | -7.4% | +20.8% | +15.7% |
| 1Y | +59.7% | -9.5% | +69.1% | +63.6% |
| 3Y | +283.6% | +20.5% | +263.1% | +262.8% |
| 5Y | +217.6% | +51.6% | +166.0% | +181.0% |
| 10Y | +225.7% | +150.0% | +75.6% | +140.5% |
| All | +79.5% | +526.3% | -446.8% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling