+281.7%
GDXJ vs VSH
+33.8%
+247.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -6.2% | +3.1% | -9.3% | -6.8% |
| 30D | +4.6% | -5.7% | +10.3% | +5.7% |
| 3M | +31.3% | -42.5% | +73.7% | +43.5% |
| 6M | -10.7% | +82.7% | -93.4% | -21.2% |
| YTD | +9.1% | +118.2% | -109.2% | -6.7% |
| 1Y | +44.1% | +109.7% | -65.5% | +23.8% |
| All | +281.7% | +33.8% | +247.9% | +266.8% |
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