+215.1%
GDXJ vs VUG
+424.7%
-209.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.5% |
| 30D | +5.0% | -1.0% | +5.9% | +5.6% |
| 3M | +24.1% | +3.5% | +20.5% | +22.0% |
| 6M | -7.4% | +14.2% | -21.5% | -12.7% |
| YTD | +10.2% | +8.5% | +1.7% | +6.5% |
| 1Y | +42.5% | +12.9% | +29.7% | +35.3% |
| 3Y | +285.7% | +85.6% | +200.1% | +183.1% |
| 5Y | +231.9% | +78.1% | +153.7% | +141.5% |
| All | +215.1% | +424.7% | -209.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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