+189.5%
GDX vs VO
+563.2%
-373.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +2.7% |
| 7D | +15.6% | -0.1% | +15.7% | +15.6% |
| 30D | +2.4% | +0.5% | +1.9% | +2.2% |
| 3M | +1.7% | -1.0% | +2.8% | +2.6% |
| 6M | -3.3% | +6.4% | -9.7% | -6.3% |
| YTD | +6.6% | +13.6% | -7.0% | -0.1% |
| 1Y | +27.0% | +14.5% | +12.5% | +18.5% |
| 3Y | +243.4% | +67.2% | +176.2% | +156.0% |
| 5Y | +194.2% | +36.1% | +158.1% | +144.2% |
| 10Y | +310.1% | +199.3% | +110.8% | +100.6% |
| All | +189.5% | +563.2% | -373.7% | -34.6% |
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