+24.8%
GDX vs VICR
+76.0%
-51.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -11.1% | +20.1% | +10.8% |
| 7D | +0.8% | -26.6% | +27.3% | +5.8% |
| 30D | -3.2% | -47.9% | +44.7% | +7.1% |
| 3M | +8.6% | -29.8% | +38.3% | +12.1% |
| 6M | -1.2% | -36.6% | +35.4% | -0.6% |
| YTD | -1.4% | +45.1% | -46.5% | -23.3% |
| 1Y | +24.8% | +80.0% | -55.2% | -12.1% |
| All | +24.8% | +76.0% | -51.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling