+185.4%
GDX vs VO
+32.6%
+152.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +13.6% | -2.6% | +16.2% | +15.8% |
| 30D | +2.5% | -0.9% | +3.5% | +3.3% |
| 3M | +4.4% | -3.0% | +7.4% | +7.0% |
| 6M | -5.2% | +2.2% | -7.4% | -6.1% |
| YTD | +2.1% | +10.6% | -8.4% | -3.5% |
| 1Y | +24.7% | +12.5% | +12.2% | +16.7% |
| 3Y | +211.3% | +61.4% | +149.9% | +130.6% |
| All | +185.4% | +32.6% | +152.7% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling