+37.8%
GDXJ vs VO
+624.8%
-587.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.1% | +3.1% | -11.2% | -10.1% |
| 30D | -5.5% | +2.2% | -7.7% | -6.9% |
| 3M | -14.6% | -2.5% | -12.1% | -12.7% |
| 6M | -23.2% | +7.0% | -30.2% | -26.2% |
| YTD | -13.0% | +14.0% | -27.0% | -19.5% |
| 1Y | +2.8% | +15.6% | -12.9% | -5.8% |
| 3Y | +221.5% | +66.2% | +155.3% | +128.9% |
| 5Y | +123.4% | +36.6% | +86.7% | +80.0% |
| 10Y | +238.2% | +199.0% | +39.2% | +53.7% |
| All | +37.8% | +624.8% | -587.0% | -76.0% |
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