+48.3%
GDX vs VLO
+146.5%
-98.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.1% | -0.4% |
| 7D | +4.0% | +5.8% | -1.8% | +4.8% |
| 30D | +9.5% | +28.3% | -18.9% | +13.4% |
| 3M | +25.1% | +48.7% | -23.6% | +31.7% |
| 6M | -2.9% | +71.9% | -74.8% | +1.1% |
| YTD | +14.7% | +138.7% | -123.9% | +11.7% |
| All | +48.3% | +146.5% | -98.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling