+215.1%
GDXJ vs VTV
+234.5%
-19.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.1% |
| 30D | +5.0% | -1.0% | +6.0% | +5.7% |
| 3M | +24.1% | +4.6% | +19.4% | +20.7% |
| 6M | -7.4% | +13.5% | -20.9% | -14.0% |
| YTD | +10.2% | +18.5% | -8.3% | -0.1% |
| 1Y | +42.5% | +22.9% | +19.7% | +26.4% |
| 3Y | +285.7% | +67.8% | +217.9% | +184.2% |
| 5Y | +231.9% | +81.8% | +150.0% | +135.7% |
| All | +215.1% | +234.5% | -19.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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