+185.4%
GDX vs VLO
+412.5%
-227.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.2% |
| 7D | +13.6% | -13.3% | +26.9% | +14.6% |
| 30D | +2.5% | -18.3% | +20.8% | +3.7% |
| 3M | +4.4% | +14.3% | -10.0% | +2.5% |
| 6M | -5.2% | +47.6% | -52.9% | -9.6% |
| YTD | +2.1% | +116.0% | -113.8% | -8.6% |
| 1Y | +24.7% | +101.0% | -76.3% | +12.7% |
| 3Y | +211.3% | +199.0% | +12.3% | +159.9% |
| All | +185.4% | +412.5% | -227.2% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling