+21.8%
GDXJ vs VIVK
-100.0%
+121.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -27.5% | +37.1% | +9.5% |
| 7D | -0.2% | -68.7% | +68.5% | -0.4% |
| 30D | -7.6% | -90.0% | +82.4% | -7.9% |
| 3M | +2.3% | -98.1% | +100.3% | +0.9% |
| 6M | -7.8% | -99.9% | +92.1% | -11.0% |
| YTD | -8.4% | -99.9% | +91.5% | -8.5% |
| 1Y | +21.8% | -100.0% | +121.8% | +39.2% |
| All | +21.8% | -100.0% | +121.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling