+258.1%
GDX vs VIAV
+297.4%
-39.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +1.9% | +13.6% | -11.7% | -0.2% |
| 30D | +9.9% | +5.3% | +4.6% | +8.5% |
| 3M | +28.2% | -15.6% | +43.8% | +29.9% |
| 6M | -2.9% | +34.0% | -36.9% | -8.5% |
| YTD | +16.0% | +119.9% | -103.9% | +0.7% |
| 1Y | +49.9% | +235.2% | -185.3% | +21.6% |
| All | +258.1% | +297.4% | -39.2% | +175.4% |
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