+228.9%
GDX vs VLO
+567.8%
-338.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +5.2% | -5.6% | -0.8% |
| 30D | +18.6% | +22.6% | -4.0% | +16.3% |
| 3M | +14.9% | +43.8% | -28.9% | +10.6% |
| 6M | -6.3% | +65.7% | -72.0% | -11.9% |
| YTD | +15.7% | +131.1% | -115.4% | +3.3% |
| 1Y | +54.8% | +143.6% | -88.8% | +36.9% |
| 3Y | +253.4% | +201.4% | +52.1% | +196.6% |
| All | +228.9% | +567.8% | -338.9% | +142.0% |
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