+315.3%
GDX vs VLO
+919.7%
-604.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | +1.9% | +6.2% | -4.4% | +1.6% |
| 30D | +9.9% | +23.5% | -13.6% | +8.8% |
| 3M | +28.2% | +53.9% | -25.7% | +25.4% |
| 6M | -2.9% | +81.7% | -84.6% | -6.3% |
| YTD | +16.0% | +142.5% | -126.5% | +9.8% |
| 1Y | +49.9% | +145.4% | -95.6% | +41.7% |
| 3Y | +263.6% | +197.3% | +66.2% | +237.5% |
| 5Y | +233.6% | +614.6% | -381.0% | +200.5% |
| 10Y | +315.3% | +938.9% | -623.5% | +237.6% |
| All | +315.3% | +919.7% | -604.4% | +237.6% |
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