+221.5%
GDXJ vs VSH
+31.2%
+190.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | -8.1% | +14.3% | -22.4% | -10.6% |
| 30D | -5.5% | -7.9% | +2.4% | -4.7% |
| 3M | -14.6% | -19.9% | +5.3% | -11.9% |
| 6M | -23.2% | -30.5% | +7.3% | -19.5% |
| YTD | -13.0% | +85.7% | -98.6% | -23.8% |
| 1Y | +2.8% | +98.9% | -96.2% | -11.2% |
| 3Y | +221.5% | +32.1% | +189.4% | +220.3% |
| All | +221.5% | +31.2% | +190.3% | +220.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling