+232.7%
GDXJ vs VIK
+225.3%
+7.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +2.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | +8.8% | -18.0% | +26.9% | +13.7% |
| 3M | +29.8% | -5.8% | +35.6% | +30.8% |
| 6M | -5.8% | +17.2% | -23.0% | -10.1% |
| YTD | +13.6% | +19.1% | -5.5% | +8.0% |
| 1Y | +54.5% | +33.6% | +20.8% | +43.5% |
| All | +232.7% | +225.3% | +7.4% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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