+2,397.0%
VRT vs GDXJ
+336.6%
+2,060.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -4.6% |
| 7D | -7.7% | -6.2% | -1.5% | -6.2% |
| 30D | -12.0% | +4.6% | -16.6% | -13.3% |
| 3M | -11.7% | +31.3% | -42.9% | -18.4% |
| 6M | -8.1% | -10.7% | +2.6% | -6.6% |
| YTD | +53.2% | +9.1% | +44.2% | +47.8% |
| 1Y | +81.7% | +44.1% | +37.5% | +63.6% |
| 3Y | +535.3% | +285.4% | +249.9% | +345.7% |
| 5Y | +916.4% | +228.4% | +688.0% | +613.2% |
| All | +2,397.0% | +336.6% | +2,060.4% | +1,630.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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