+216.5%
GDXJ vs VT
+215.5%
+0.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | +13.4% | -2.3% | +15.8% | +15.8% |
| 30D | -1.3% | -5.0% | +3.7% | +3.6% |
| 3M | -1.5% | -4.9% | +3.4% | +3.6% |
| 6M | -12.2% | -1.5% | -10.7% | -9.6% |
| YTD | -5.3% | +8.5% | -13.8% | -9.2% |
| 1Y | +22.0% | +11.4% | +10.6% | +14.8% |
| 3Y | +224.9% | +70.1% | +154.9% | +120.2% |
| 5Y | +160.6% | +53.7% | +106.9% | +87.7% |
| All | +216.5% | +215.5% | +0.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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