+665.3%
GDXJ vs VTEB
+25.5%
+639.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.3% |
| 7D | -2.8% | -0.9% | -1.9% | -0.8% |
| 30D | +5.0% | -2.5% | +7.5% | +10.9% |
| 3M | +24.1% | -3.0% | +27.0% | +32.6% |
| 6M | -7.4% | -2.1% | -5.2% | -2.3% |
| YTD | +10.2% | -1.5% | +11.7% | +14.7% |
| 1Y | +42.5% | +0.2% | +42.4% | +43.4% |
| 3Y | +285.7% | +8.6% | +277.2% | +227.5% |
| 5Y | +231.9% | +1.2% | +230.7% | +226.3% |
| 10Y | +230.0% | +18.1% | +211.9% | +151.3% |
| All | +665.3% | +25.5% | +639.8% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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