+267.9%
GDX vs NVD
-99.2%
+367.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.3% |
| 7D | -0.4% | -11.1% | +10.7% | -1.3% |
| 30D | +18.6% | -13.3% | +31.9% | +17.7% |
| 3M | +14.9% | -19.8% | +34.7% | +14.0% |
| 6M | -6.3% | -48.8% | +42.5% | -9.0% |
| YTD | +15.7% | -49.7% | +65.4% | +12.5% |
| 1Y | +54.8% | -61.4% | +116.2% | +49.4% |
| 3Y | +253.4% | -99.1% | +352.6% | +230.9% |
| All | +267.9% | -99.2% | +367.1% | +240.5% |
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