+326.3%
GDX vs VO
+197.6%
+128.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | +3.1% | -9.9% | -8.2% |
| 30D | -2.1% | +2.2% | -4.3% | -3.2% |
| 3M | -7.5% | -2.5% | -5.0% | -6.2% |
| 6M | -15.2% | +7.0% | -22.1% | -17.6% |
| YTD | -4.8% | +14.0% | -18.8% | -9.9% |
| 1Y | +6.7% | +15.6% | -8.9% | +0.4% |
| 3Y | +212.7% | +66.2% | +146.6% | +150.8% |
| 5Y | +151.7% | +36.6% | +115.0% | +114.2% |
| All | +326.3% | +197.6% | +128.6% | +188.8% |
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