+24.8%
GDX vs VIVK
-100.0%
+124.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -27.5% | +36.5% | +8.9% |
| 7D | +0.8% | -68.7% | +69.4% | +0.7% |
| 30D | -3.2% | -90.0% | +86.8% | -3.3% |
| 3M | +8.6% | -98.1% | +106.6% | +7.8% |
| 6M | -1.2% | -99.9% | +98.7% | -3.1% |
| YTD | -1.4% | -99.9% | +98.5% | -0.9% |
| 1Y | +24.8% | -100.0% | +124.8% | +44.3% |
| All | +24.8% | -100.0% | +124.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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