+191.2%
VLO vs GDXJ
+281.5%
-90.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.9% |
| 7D | +4.0% | -6.2% | +10.2% | +4.1% |
| 30D | +19.0% | +4.6% | +14.4% | +18.9% |
| 3M | +50.0% | +31.3% | +18.7% | +49.0% |
| 6M | +79.1% | -10.7% | +89.8% | +81.3% |
| YTD | +140.3% | +9.1% | +131.2% | +137.5% |
| 1Y | +148.3% | +44.1% | +104.2% | +138.2% |
| All | +191.2% | +281.5% | -90.3% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling