+37.8%
GDXJ vs VSH
+490.3%
-452.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.4% |
| 7D | -8.1% | +14.3% | -22.4% | -11.2% |
| 30D | -5.5% | -7.9% | +2.4% | -4.6% |
| 3M | -14.6% | -19.9% | +5.3% | -11.4% |
| 6M | -23.2% | -30.5% | +7.3% | -19.4% |
| YTD | -13.0% | +85.7% | -98.6% | -28.5% |
| 1Y | +2.8% | +98.9% | -96.2% | -17.0% |
| 3Y | +221.5% | +32.1% | +189.4% | +173.9% |
| 5Y | +123.4% | +39.7% | +83.7% | +84.6% |
| 10Y | +238.2% | +117.6% | +120.6% | +132.6% |
| All | +37.8% | +490.3% | -452.5% | -33.6% |
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