+214.2%
GDX vs VO
+566.7%
-352.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | +18.6% | -0.3% | +19.0% | +18.9% |
| 3M | +14.9% | +2.9% | +11.9% | +13.3% |
| 6M | -6.3% | +9.3% | -15.6% | -10.6% |
| YTD | +15.7% | +14.2% | +1.5% | +7.9% |
| 1Y | +54.8% | +15.3% | +39.6% | +43.7% |
| 3Y | +253.4% | +56.2% | +197.2% | +173.6% |
| 5Y | +219.7% | +42.4% | +177.2% | +157.9% |
| 10Y | +300.2% | +194.7% | +105.5% | +97.8% |
| All | +214.2% | +566.7% | -352.5% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling