+239.5%
GDXJ vs VLTO
+56.4%
+183.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -8.1% | +1.0% | -9.1% | -8.2% |
| 30D | -5.5% | +17.5% | -22.9% | -7.6% |
| 3M | -14.6% | +21.4% | -36.0% | -17.0% |
| 6M | -23.2% | +38.1% | -61.3% | -27.2% |
| YTD | -13.0% | +19.0% | -32.0% | -15.3% |
| 1Y | +2.8% | +20.7% | -17.9% | -0.4% |
| 3Y | +221.5% | +64.3% | +157.2% | +203.6% |
| All | +239.5% | +56.4% | +183.1% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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