+315.3%
GDX vs VO
+193.0%
+122.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +9.9% | -1.9% | +11.8% | +11.1% |
| 3M | +28.2% | +3.3% | +24.9% | +26.4% |
| 6M | -2.9% | +9.7% | -12.6% | -6.8% |
| YTD | +16.0% | +12.6% | +3.4% | +10.3% |
| 1Y | +49.9% | +13.6% | +36.2% | +42.0% |
| 3Y | +263.6% | +56.8% | +206.8% | +197.8% |
| 5Y | +233.6% | +42.3% | +191.3% | +179.9% |
| 10Y | +315.3% | +199.2% | +116.2% | +150.8% |
| All | +315.3% | +193.0% | +122.4% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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