+202.6%
GDX vs NVD
-98.5%
+301.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.2% | +0.1% |
| 7D | -6.8% | +28.6% | -35.4% | -4.7% |
| 30D | -2.1% | +73.6% | -75.7% | +2.9% |
| 3M | -7.5% | +70.1% | -77.6% | -2.5% |
| 6M | -15.2% | +53.6% | -68.7% | -10.5% |
| YTD | -4.8% | -7.0% | +2.2% | -2.1% |
| 1Y | +6.7% | -9.0% | +15.7% | +9.8% |
| 3Y | +212.7% | -98.3% | +311.1% | +207.1% |
| All | +202.6% | -98.5% | +301.1% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling