+77.5%
GDXJ vs VSH
+595.6%
-518.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | +4.3% | +6.2% | -1.9% | +2.8% |
| 30D | +8.4% | -11.1% | +19.6% | +11.2% |
| 3M | +25.5% | -44.9% | +70.4% | +41.7% |
| 6M | -6.3% | +90.0% | -96.3% | -22.1% |
| YTD | +12.1% | +118.8% | -106.7% | -10.2% |
| 1Y | +51.1% | +109.0% | -57.9% | +21.9% |
| 3Y | +296.1% | +35.6% | +260.4% | +240.4% |
| 5Y | +228.1% | +66.7% | +161.4% | +163.3% |
| 10Y | +211.8% | +167.9% | +43.9% | +106.6% |
| All | +77.5% | +595.6% | -518.2% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling