+285.7%
GDXJ vs VIAV
+293.0%
-7.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | +0.4% |
| 7D | -2.8% | +11.2% | -14.0% | -4.7% |
| 30D | +5.0% | -10.1% | +15.1% | +6.7% |
| 3M | +24.1% | -22.9% | +46.9% | +28.3% |
| 6M | -7.4% | +28.8% | -36.1% | -12.9% |
| YTD | +10.2% | +117.5% | -107.2% | -6.6% |
| 1Y | +42.5% | +216.1% | -173.5% | +12.0% |
| 3Y | +285.7% | +292.2% | -6.5% | +184.8% |
| All | +285.7% | +293.0% | -7.3% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling