+281.7%
GDXJ vs VUG
+84.5%
+197.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.6% |
| 7D | -6.2% | -1.9% | -4.3% | -4.9% |
| 30D | +4.6% | -1.6% | +6.2% | +5.9% |
| 3M | +31.3% | +4.4% | +26.9% | +27.8% |
| 6M | -10.7% | +13.2% | -23.9% | -16.4% |
| YTD | +9.1% | +7.5% | +1.6% | +4.8% |
| 1Y | +44.1% | +12.5% | +31.6% | +35.6% |
| All | +281.7% | +84.5% | +197.2% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling