+77.5%
GDXJ vs VO
+621.9%
-544.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | +8.4% | -1.1% | +9.5% | +9.4% |
| 3M | +25.5% | +4.5% | +21.0% | +22.0% |
| 6M | -6.3% | +11.1% | -17.4% | -12.3% |
| YTD | +12.1% | +13.5% | -1.4% | +3.7% |
| 1Y | +51.1% | +14.5% | +36.6% | +39.2% |
| 3Y | +296.1% | +58.1% | +238.0% | +191.1% |
| 5Y | +228.1% | +43.3% | +184.8% | +155.5% |
| 10Y | +211.8% | +193.2% | +18.6% | +43.8% |
| All | +77.5% | +621.9% | -544.4% | -69.1% |
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