+215.1%
GDXJ vs VTR
+99.2%
+115.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +5.0% | +1.1% | +3.9% | +4.7% |
| 3M | +24.1% | +7.9% | +16.2% | +21.8% |
| 6M | -7.4% | +6.2% | -13.5% | -8.9% |
| YTD | +10.2% | +17.7% | -7.5% | +5.9% |
| 1Y | +42.5% | +32.9% | +9.6% | +33.3% |
| 3Y | +285.7% | +129.7% | +156.0% | +221.6% |
| 5Y | +231.9% | +89.3% | +142.5% | +183.6% |
| All | +215.1% | +99.2% | +115.9% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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