+361.1%
VST vs GDXJ
+298.7%
+62.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.3% |
| 7D | +8.9% | +0.2% | +8.7% | +8.7% |
| 30D | +6.2% | +17.9% | -11.7% | +0.2% |
| 3M | -2.7% | +15.3% | -18.0% | -8.3% |
| 6M | -8.4% | -9.4% | +1.1% | -7.3% |
| YTD | -7.2% | +13.4% | -20.6% | -14.9% |
| 1Y | -20.9% | +59.7% | -80.6% | -37.0% |
| All | +361.1% | +298.7% | +62.4% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling