+268.6%
GDX vs NVD
-99.2%
+367.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.2% |
| 7D | +1.9% | +0.5% | +1.4% | +2.0% |
| 30D | +9.9% | -9.3% | +19.2% | +9.4% |
| 3M | +28.2% | -22.1% | +50.3% | +26.9% |
| 6M | -2.9% | -45.8% | +42.9% | -5.3% |
| YTD | +16.0% | -46.7% | +62.7% | +13.3% |
| 1Y | +49.9% | -59.5% | +109.3% | +45.3% |
| 3Y | +263.6% | -99.2% | +362.7% | +238.1% |
| All | +268.6% | -99.2% | +367.8% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling