+215.1%
GDXJ vs VICR
+1,679.8%
-1,464.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.3% |
| 7D | -2.8% | +5.0% | -7.8% | -3.5% |
| 30D | +5.0% | -12.5% | +17.4% | +6.2% |
| 3M | +24.1% | -33.6% | +57.7% | +28.4% |
| 6M | -7.4% | +10.7% | -18.0% | -10.6% |
| YTD | +10.2% | +80.6% | -70.4% | +0.6% |
| 1Y | +42.5% | +288.4% | -245.8% | +19.2% |
| 3Y | +285.7% | +213.8% | +71.9% | +214.9% |
| 5Y | +231.9% | +58.8% | +173.0% | +176.1% |
| All | +215.1% | +1,679.8% | -1,464.7% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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