+258.1%
GDX vs VICR
+187.3%
+70.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +9.9% | -11.9% | +21.9% | +11.0% |
| 3M | +28.2% | -35.1% | +63.3% | +32.5% |
| 6M | -2.9% | +8.1% | -11.0% | -5.8% |
| YTD | +16.0% | +67.8% | -51.8% | +8.7% |
| 1Y | +49.9% | +267.3% | -217.4% | +33.2% |
| All | +258.1% | +187.3% | +70.8% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling