+1,238.2%
VST vs GDXJ
+275.6%
+962.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +9.9% | +4.3% | +5.6% | +9.1% |
| 30D | +7.9% | +8.4% | -0.5% | +6.3% |
| 3M | +3.4% | +25.5% | -22.1% | -1.0% |
| 6M | -4.1% | -6.3% | +2.2% | -4.1% |
| YTD | -5.7% | +12.1% | -17.8% | -8.9% |
| 1Y | -18.9% | +51.1% | -69.9% | -25.4% |
| 3Y | +359.1% | +296.1% | +63.0% | +266.6% |
| 5Y | +766.9% | +228.1% | +538.8% | +595.5% |
| All | +1,238.2% | +275.6% | +962.6% | +951.6% |
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