+37.8%
GDXJ vs VUG
+1,057.6%
-1,019.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -8.1% | +2.5% | -10.6% | -9.5% |
| 30D | -5.5% | -6.3% | +0.8% | -1.5% |
| 3M | -14.6% | -6.0% | -8.5% | -11.0% |
| 6M | -23.2% | -3.5% | -19.7% | -20.9% |
| YTD | -13.0% | +3.9% | -16.9% | -13.9% |
| 1Y | +2.8% | +5.1% | -2.4% | +1.1% |
| 3Y | +221.5% | +77.9% | +143.6% | +129.2% |
| 5Y | +123.4% | +62.4% | +61.0% | +64.0% |
| 10Y | +238.2% | +399.4% | -161.2% | +14.0% |
| All | +37.8% | +1,057.6% | -1,019.8% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling