+296.0%
GDX vs VIAV
+419.4%
-123.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.6% |
| 7D | -2.2% | +11.2% | -13.3% | -3.9% |
| 30D | +6.8% | -10.1% | +16.9% | +8.2% |
| 3M | +24.9% | -22.9% | +47.8% | +28.4% |
| 6M | -4.2% | +28.8% | -33.0% | -9.7% |
| YTD | +13.2% | +117.5% | -104.2% | -2.4% |
| 1Y | +40.2% | +216.1% | -175.9% | +13.6% |
| 3Y | +249.6% | +292.2% | -42.6% | +168.3% |
| 5Y | +230.4% | +141.0% | +89.4% | +168.2% |
| All | +296.0% | +419.4% | -123.5% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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