+296.0%
GDX vs VIVK
-100.0%
+396.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.2% |
| 7D | -2.2% | -4.4% | +2.2% | -2.2% |
| 30D | +6.8% | -40.8% | +47.6% | +7.0% |
| 3M | +24.9% | -94.1% | +119.1% | +26.4% |
| 6M | -4.2% | -98.2% | +94.0% | -2.8% |
| YTD | +13.2% | -98.0% | +111.2% | +14.4% |
| 1Y | +40.2% | -100.0% | +140.2% | +44.7% |
| 3Y | +249.6% | -100.0% | +349.6% | +258.9% |
| 5Y | +230.4% | -100.0% | +330.4% | +238.7% |
| All | +296.0% | -100.0% | +396.0% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling