+205.1%
GDXJ vs VSXY
+37.5%
+167.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +5.0% | -18.7% | +23.6% | +6.2% |
| 3M | +24.1% | -4.0% | +28.0% | +24.2% |
| 6M | -7.4% | +67.5% | -74.8% | -11.0% |
| YTD | +10.2% | +39.7% | -29.4% | +6.8% |
| 1Y | +42.5% | +180.0% | -137.4% | +32.5% |
| 3Y | +285.7% | +337.3% | -51.6% | +236.7% |
| 5Y | +231.9% | +22.7% | +209.2% | +201.5% |
| All | +205.1% | +37.5% | +167.5% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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