+79.8%
GDXJ vs VIAV
+888.2%
-808.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +0.9% | +13.6% | -12.6% | -1.9% |
| 30D | +8.8% | +5.3% | +3.5% | +6.9% |
| 3M | +29.8% | -15.6% | +45.5% | +32.2% |
| 6M | -5.8% | +34.0% | -39.8% | -14.0% |
| YTD | +13.6% | +119.9% | -106.3% | -8.0% |
| 1Y | +54.5% | +235.2% | -180.7% | +13.6% |
| 3Y | +301.4% | +299.8% | +1.6% | +176.2% |
| 5Y | +236.3% | +140.1% | +96.3% | +153.3% |
| 10Y | +240.1% | +420.3% | -180.2% | +110.6% |
| All | +79.8% | +888.2% | -808.4% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling