+285.7%
GDXJ vs VIVK
-100.0%
+385.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.4% | +1.1% |
| 7D | -2.8% | -4.4% | +1.6% | -2.8% |
| 30D | +5.0% | -40.8% | +45.8% | +5.0% |
| 3M | +24.1% | -94.1% | +118.2% | +24.6% |
| 6M | -7.4% | -98.2% | +90.8% | -6.7% |
| YTD | +10.2% | -98.0% | +108.2% | +11.0% |
| 1Y | +42.5% | -100.0% | +142.5% | +48.5% |
| 3Y | +285.7% | -100.0% | +385.7% | +270.7% |
| All | +285.7% | -100.0% | +385.7% | +270.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling