+212.7%
GDX vs VIAV
+295.9%
-83.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.3% | +0.6% |
| 7D | -6.8% | +7.9% | -14.7% | -7.9% |
| 30D | -2.1% | -20.3% | +18.2% | +0.7% |
| 3M | -7.5% | -28.5% | +21.0% | -3.8% |
| 6M | -15.2% | -42.7% | +27.6% | -9.6% |
| YTD | -4.8% | +72.4% | -77.2% | -14.8% |
| 1Y | +6.7% | +81.5% | -74.7% | -5.3% |
| 3Y | +212.7% | +293.8% | -81.1% | +141.1% |
| All | +212.7% | +295.9% | -83.1% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling