+72.7%
GDXJ vs VYM
+611.0%
-538.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -6.2% | -1.9% | -4.4% | -4.8% |
| 30D | +4.6% | -2.6% | +7.2% | +6.8% |
| 3M | +31.3% | +3.6% | +27.7% | +28.1% |
| 6M | -10.7% | +8.7% | -19.4% | -15.5% |
| YTD | +9.1% | +14.1% | -5.1% | -0.3% |
| 1Y | +44.1% | +17.8% | +26.3% | +28.9% |
| 3Y | +285.4% | +64.5% | +220.9% | +169.6% |
| 5Y | +228.4% | +77.5% | +150.9% | +118.9% |
| 10Y | +226.5% | +206.1% | +20.4% | +36.8% |
| All | +72.7% | +611.0% | -538.3% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling