+264.7%
GDX vs NVD
-99.2%
+363.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -0.5% |
| 7D | +4.0% | -7.7% | +11.6% | +3.3% |
| 30D | +9.5% | -5.8% | +15.3% | +9.3% |
| 3M | +25.1% | -23.2% | +48.3% | +23.7% |
| 6M | -2.9% | -49.7% | +46.8% | -5.7% |
| YTD | +14.7% | -47.7% | +62.4% | +11.9% |
| 1Y | +47.4% | -61.3% | +108.8% | +42.5% |
| 3Y | +259.7% | -99.2% | +358.9% | +234.0% |
| All | +264.7% | -99.2% | +363.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling