+264.5%
GDXJ vs VLTO
+56.3%
+208.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +11.8% | +1.6% | +10.2% | +11.6% |
| 30D | -7.1% | +22.0% | -29.1% | -9.9% |
| 3M | -10.5% | +21.9% | -32.4% | -13.1% |
| 6M | -15.5% | +36.5% | -52.0% | -19.7% |
| YTD | -6.6% | +19.0% | -25.6% | -9.1% |
| 1Y | +11.3% | +21.0% | -9.6% | +7.8% |
| 3Y | +242.0% | +69.9% | +172.1% | +224.7% |
| All | +264.5% | +56.3% | +208.2% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling