+1,142.3%
VST vs GDXJ
+227.5%
+914.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +10.9% | +0.3% | +10.7% | +10.9% |
| 30D | -15.6% | -7.4% | -8.2% | -14.6% |
| 3M | -7.8% | -11.9% | +4.1% | -6.1% |
| 6M | -12.0% | -19.3% | +7.3% | -9.5% |
| YTD | -16.9% | -8.1% | -8.8% | -17.2% |
| 1Y | -25.1% | +9.1% | -34.1% | -27.5% |
| 3Y | +297.1% | +236.2% | +60.8% | +223.5% |
| 5Y | +641.9% | +136.3% | +505.6% | +516.5% |
| 10Y | +1,142.3% | +256.9% | +885.4% | +910.3% |
| All | +1,142.3% | +227.5% | +914.8% | +910.3% |
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