+238.4%
GDX vs VIAV
+139.2%
+99.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +1.9% | +13.6% | -11.7% | -0.1% |
| 30D | +9.9% | +5.3% | +4.6% | +8.6% |
| 3M | +28.2% | -15.6% | +43.8% | +29.8% |
| 6M | -2.9% | +34.0% | -36.9% | -8.3% |
| YTD | +16.0% | +119.9% | -103.9% | +1.4% |
| 1Y | +49.9% | +235.2% | -185.3% | +23.2% |
| 3Y | +263.6% | +299.8% | -36.2% | +185.1% |
| All | +238.4% | +139.2% | +99.2% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling