+160.6%
GDX vs VIK
+244.4%
-83.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.9% |
| 7D | +0.7% | -1.2% | +2.0% | +0.9% |
| 30D | -3.8% | +11.5% | -15.3% | -5.8% |
| 3M | -5.4% | -11.3% | +5.9% | -3.7% |
| 6M | -12.7% | +11.3% | -24.0% | -15.4% |
| YTD | -0.7% | +26.1% | -26.8% | -6.0% |
| 1Y | +11.9% | +50.0% | -38.1% | +3.4% |
| All | +160.6% | +244.4% | -83.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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