+25.9%
VZ vs GDXJ
+225.9%
-199.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +0.2% | +4.3% | -4.1% | 0.0% |
| 30D | +7.1% | +8.4% | -1.3% | +6.7% |
| 3M | +12.8% | +25.5% | -12.7% | +11.4% |
| 6M | +1.8% | -6.3% | +8.1% | +2.0% |
| YTD | +30.0% | +12.1% | +17.9% | +27.3% |
| 1Y | +24.3% | +51.1% | -26.7% | +17.7% |
| 3Y | +84.3% | +296.1% | -211.8% | +53.6% |
| 5Y | +25.9% | +228.1% | -202.2% | +7.0% |
| All | +25.9% | +225.9% | -199.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling