+74.5%
GDXJ vs VNQ
+341.0%
-266.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.6% |
| 7D | -2.8% | -1.3% | -1.5% | -2.1% |
| 30D | +5.0% | -2.6% | +7.5% | +6.6% |
| 3M | +24.1% | -2.0% | +26.1% | +25.3% |
| 6M | -7.4% | +4.3% | -11.7% | -9.6% |
| YTD | +10.2% | +9.2% | +1.0% | +4.7% |
| 1Y | +42.5% | +5.6% | +36.9% | +38.0% |
| 3Y | +285.7% | +30.8% | +254.9% | +229.3% |
| 5Y | +231.9% | +8.0% | +223.9% | +213.5% |
| 10Y | +230.0% | +63.7% | +166.3% | +137.7% |
| All | +74.5% | +341.0% | -266.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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