+319.8%
VZ vs GDXJ
+75.7%
+244.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.9% | +17.9% | -10.0% | +7.0% |
| 3M | +13.6% | +15.3% | -1.7% | +12.6% |
| 6M | +1.1% | -9.4% | +10.5% | +1.2% |
| YTD | +29.3% | +13.4% | +15.9% | +27.4% |
| 1Y | +21.2% | +59.7% | -38.4% | +16.9% |
| 3Y | +75.9% | +283.6% | -207.7% | +60.2% |
| 5Y | +24.1% | +217.6% | -193.5% | +13.3% |
| 10Y | +62.4% | +225.7% | -163.3% | +45.0% |
| All | +319.8% | +75.7% | +244.1% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling