+59.7%
GDXJ vs VSH
+118.1%
-58.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -3.6% |
| 7D | +0.2% | +4.1% | -3.9% | -0.8% |
| 30D | +17.9% | -4.2% | +22.0% | +18.8% |
| 3M | +15.3% | -50.0% | +65.3% | +35.2% |
| 6M | -9.4% | +80.2% | -89.6% | -28.4% |
| YTD | +13.4% | +121.1% | -107.7% | -16.4% |
| 1Y | +59.7% | +112.0% | -52.3% | +21.5% |
| All | +59.7% | +118.1% | -58.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling