+256.9%
GDXJ vs VT
+224.4%
+32.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.8% |
| 30D | -7.4% | -1.7% | -5.7% | -5.8% |
| 3M | -11.9% | -2.3% | -9.6% | -9.6% |
| 6M | -19.3% | +1.5% | -20.8% | -19.2% |
| YTD | -8.1% | +12.0% | -20.2% | -14.4% |
| 1Y | +9.1% | +12.9% | -3.8% | +1.2% |
| 3Y | +236.2% | +74.9% | +161.3% | +122.4% |
| 5Y | +136.3% | +59.9% | +76.4% | +64.7% |
| 10Y | +256.9% | +224.6% | +32.3% | +32.1% |
| All | +256.9% | +224.4% | +32.6% | +32.1% |
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