+215.1%
GDXJ vs VYM
+209.2%
+5.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.3% |
| 30D | +5.0% | -2.2% | +7.2% | +6.6% |
| 3M | +24.1% | +3.1% | +21.0% | +21.7% |
| 6M | -7.4% | +9.7% | -17.1% | -12.4% |
| YTD | +10.2% | +14.9% | -4.7% | +1.4% |
| 1Y | +42.5% | +17.6% | +25.0% | +29.3% |
| 3Y | +285.7% | +65.3% | +220.4% | +182.8% |
| 5Y | +231.9% | +78.7% | +153.1% | +134.8% |
| All | +215.1% | +209.2% | +5.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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