+215.1%
GDXJ vs VIAV
+419.4%
-204.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | +0.3% |
| 7D | -2.8% | +11.2% | -14.0% | -5.1% |
| 30D | +5.0% | -10.1% | +15.1% | +6.9% |
| 3M | +24.1% | -22.9% | +46.9% | +28.9% |
| 6M | -7.4% | +28.8% | -36.1% | -14.8% |
| YTD | +10.2% | +117.5% | -107.2% | -11.0% |
| 1Y | +42.5% | +216.1% | -173.5% | +5.1% |
| 3Y | +285.7% | +292.2% | -6.5% | +162.1% |
| 5Y | +231.9% | +141.0% | +90.9% | +147.4% |
| All | +215.1% | +419.4% | -204.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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