+215.1%
GDXJ vs VSH
+196.4%
+18.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -0.2% |
| 7D | -2.8% | +4.8% | -7.6% | -3.8% |
| 30D | +5.0% | -0.7% | +5.7% | +4.9% |
| 3M | +24.1% | -43.1% | +67.1% | +37.5% |
| 6M | -7.4% | +91.8% | -99.1% | -21.6% |
| YTD | +10.2% | +131.6% | -121.4% | -10.6% |
| 1Y | +42.5% | +118.1% | -75.5% | +16.6% |
| 3Y | +285.7% | +40.9% | +244.8% | +236.7% |
| 5Y | +231.9% | +75.8% | +156.1% | +171.2% |
| All | +215.1% | +196.4% | +18.7% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling