+204.2%
GDX vs VIK
+225.3%
-21.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +9.9% | -18.0% | +28.0% | +13.9% |
| 3M | +28.2% | -5.8% | +34.0% | +28.8% |
| 6M | -2.9% | +17.2% | -20.1% | -6.6% |
| YTD | +16.0% | +19.1% | -3.2% | +11.2% |
| 1Y | +49.9% | +33.6% | +16.2% | +41.1% |
| All | +204.2% | +225.3% | -21.1% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling