+297.8%
VTI vs GDXJ
+237.3%
+60.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | -0.9% | -2.8% | +1.9% | -0.6% |
| 30D | -1.4% | +5.0% | -6.4% | -2.1% |
| 3M | +3.6% | +24.1% | -20.5% | +0.6% |
| 6M | +13.6% | -7.4% | +21.0% | +13.6% |
| YTD | +12.9% | +10.2% | +2.7% | +10.2% |
| 1Y | +17.2% | +42.5% | -25.3% | +10.6% |
| 3Y | +75.7% | +285.7% | -210.0% | +45.3% |
| 5Y | +75.4% | +231.9% | -156.4% | +45.3% |
| All | +297.8% | +237.3% | +60.5% | +232.3% |
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