+1,205.2%
VST vs GDXJ
+214.1%
+991.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.9% | +2.4% | +6.5% |
| 7D | -0.5% | +16.4% | -16.9% | -3.3% |
| 30D | -17.1% | -1.2% | -15.9% | -17.0% |
| 3M | -4.6% | -3.9% | -0.7% | -4.3% |
| 6M | -9.1% | -10.2% | +1.1% | -8.2% |
| YTD | -16.6% | -0.6% | -16.0% | -18.0% |
| 1Y | -29.5% | +24.3% | -53.8% | -33.2% |
| 3Y | +297.5% | +257.4% | +40.1% | +221.8% |
| 5Y | +654.5% | +166.5% | +488.1% | +518.9% |
| 10Y | +1,205.2% | +228.5% | +976.7% | +940.1% |
| All | +1,205.2% | +214.1% | +991.1% | +940.1% |
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