+64.4%
VZ vs GDXJ
+222.0%
-157.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | +5.8% | +8.8% | -3.1% | +5.3% |
| 3M | +10.5% | +29.8% | -19.3% | +9.1% |
| 6M | +1.8% | -5.8% | +7.6% | +1.8% |
| YTD | +28.3% | +13.6% | +14.7% | +26.4% |
| 1Y | +22.0% | +54.5% | -32.5% | +17.6% |
| 3Y | +81.8% | +301.4% | -219.5% | +63.6% |
| 5Y | +25.3% | +236.3% | -211.0% | +13.1% |
| 10Y | +64.4% | +240.1% | -175.7% | +48.0% |
| All | +64.4% | +222.0% | -157.6% | +48.0% |
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 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