+154.7%
GDX vs VIVK
-100.0%
+254.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.5% | -0.9% |
| 7D | +4.0% | +13.1% | -9.1% | +3.9% |
| 30D | +9.5% | -29.7% | +39.1% | +9.5% |
| 3M | +25.1% | -93.0% | +118.1% | +25.1% |
| 6M | -2.9% | -98.0% | +95.0% | -2.9% |
| YTD | +14.7% | -97.8% | +112.5% | +14.8% |
| 1Y | +47.4% | -100.0% | +147.4% | +47.5% |
| 3Y | +259.7% | -100.0% | +359.7% | +259.9% |
| 5Y | +227.7% | -100.0% | +327.7% | +227.8% |
| 10Y | +289.0% | -100.0% | +389.0% | +290.3% |
| All | +154.7% | -100.0% | +254.7% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling