+258.1%
GDX vs VIVK
-100.0%
+358.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.1% |
| 7D | +1.9% | -7.9% | +9.8% | +1.9% |
| 30D | +9.9% | -42.0% | +51.9% | +10.0% |
| 3M | +28.2% | -92.5% | +120.7% | +28.9% |
| 6M | -2.9% | -98.0% | +95.1% | -2.0% |
| YTD | +16.0% | -97.9% | +113.9% | +17.0% |
| 1Y | +49.9% | -100.0% | +149.8% | +56.2% |
| All | +258.1% | -100.0% | +358.1% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling