+6.7%
GDX vs VICR
+70.3%
-63.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | -6.8% | +8.3% | -15.1% | -8.0% |
| 30D | -2.1% | -35.2% | +33.1% | +3.7% |
| 3M | -7.5% | -29.8% | +22.3% | -4.8% |
| 6M | -15.2% | -48.6% | +33.4% | -10.1% |
| YTD | -4.8% | +45.1% | -49.9% | -25.5% |
| 1Y | +6.7% | +79.6% | -72.8% | -24.7% |
| All | +6.7% | +70.3% | -63.6% | -24.7% |
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