+228.8%
GDX vs VLTO
+72.9%
+155.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.5% |
| 7D | +11.5% | +1.6% | +9.8% | +11.2% |
| 30D | -3.1% | +22.0% | -25.1% | -6.3% |
| 3M | -4.4% | +21.9% | -26.3% | -7.6% |
| 6M | -8.6% | +36.5% | -45.1% | -13.6% |
| YTD | +0.8% | +19.0% | -18.1% | -2.2% |
| 1Y | +14.7% | +21.0% | -6.3% | +10.6% |
| 3Y | +228.8% | +69.9% | +158.9% | +201.1% |
| All | +228.8% | +72.9% | +155.8% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling