+924.9%
VLO vs GDXJ
+237.3%
+687.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +5.3% | -2.8% | +8.1% | +5.5% |
| 30D | +18.2% | +5.0% | +13.3% | +17.6% |
| 3M | +53.3% | +24.1% | +29.3% | +50.0% |
| 6M | +70.4% | -7.4% | +77.8% | +70.3% |
| YTD | +143.4% | +10.2% | +133.2% | +137.8% |
| 1Y | +153.0% | +42.5% | +110.5% | +139.6% |
| 3Y | +195.0% | +285.7% | -90.8% | +146.6% |
| 5Y | +618.8% | +231.9% | +386.9% | +501.8% |
| All | +924.9% | +237.3% | +687.6% | +778.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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