+259.9%
GDX vs NVD
-99.1%
+359.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -2.2% | +10.8% | -13.0% | -1.3% |
| 30D | +6.8% | +0.8% | +6.0% | +7.2% |
| 3M | +24.9% | -20.8% | +45.8% | +23.8% |
| 6M | -4.2% | -41.2% | +36.9% | -6.0% |
| YTD | +13.2% | -44.2% | +57.4% | +11.0% |
| 1Y | +40.2% | -54.2% | +94.4% | +36.9% |
| 3Y | +249.6% | -99.1% | +348.7% | +225.7% |
| All | +259.9% | -99.1% | +359.0% | +236.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling