+72.7%
GDXJ vs VTR
+301.2%
-228.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.3% |
| 7D | -6.2% | -1.8% | -4.4% | -5.8% |
| 30D | +4.6% | +4.0% | +0.6% | +3.6% |
| 3M | +31.3% | +7.8% | +23.4% | +28.2% |
| 6M | -10.7% | +6.4% | -17.0% | -12.6% |
| YTD | +9.1% | +18.3% | -9.2% | +3.6% |
| 1Y | +44.1% | +33.9% | +10.2% | +32.1% |
| 3Y | +285.4% | +134.3% | +151.1% | +203.6% |
| 5Y | +228.4% | +90.3% | +138.1% | +169.3% |
| 10Y | +226.5% | +100.1% | +126.4% | +154.8% |
| All | +72.7% | +301.2% | -228.5% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling