+810.9%
VOO vs GDX
+74.5%
+736.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | +2.6% | -6.8% | +9.4% | +3.2% |
| 30D | -2.0% | -2.1% | +0.1% | -1.9% |
| 3M | -2.8% | -7.5% | +4.7% | -2.3% |
| 6M | +2.2% | -15.2% | +17.3% | +3.2% |
| YTD | +11.5% | -4.8% | +16.3% | +11.0% |
| 1Y | +13.5% | +6.7% | +6.8% | +11.7% |
| 3Y | +78.1% | +212.7% | -134.7% | +57.5% |
| 5Y | +73.1% | +151.7% | -78.5% | +54.4% |
| 10Y | +310.7% | +330.3% | -19.6% | +249.6% |
| All | +810.9% | +74.5% | +736.5% | +764.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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