+326.3%
GDX vs VLO
+790.8%
-464.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -6.8% | +9.6% | -16.4% | -7.1% |
| 30D | -2.1% | -17.4% | +15.3% | -1.4% |
| 3M | -7.5% | +10.8% | -18.3% | -8.1% |
| 6M | -15.2% | +56.9% | -72.1% | -17.3% |
| YTD | -4.8% | +136.8% | -141.6% | -9.8% |
| 1Y | +6.7% | +120.7% | -113.9% | +1.5% |
| 3Y | +212.7% | +231.9% | -19.2% | +188.6% |
| 5Y | +151.7% | +479.0% | -327.4% | +128.1% |
| All | +326.3% | +790.8% | -464.5% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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