+211.5%
GDX vs VIAV
+210.8%
+0.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.2% | -12.0% | -2.7% |
| 7D | +4.0% | +11.3% | -7.4% | +1.9% |
| 30D | +9.5% | -1.0% | +10.5% | +9.0% |
| 3M | +25.1% | -20.5% | +45.6% | +28.1% |
| 6M | -2.9% | +39.0% | -41.9% | -10.3% |
| YTD | +14.7% | +117.5% | -102.7% | -2.8% |
| 1Y | +47.4% | +233.8% | -186.3% | +15.6% |
| 3Y | +259.7% | +295.4% | -35.7% | +168.1% |
| 5Y | +227.7% | +134.3% | +93.4% | +162.2% |
| 10Y | +289.0% | +398.7% | -109.8% | +162.8% |
| All | +211.5% | +210.8% | +0.7% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling