+24.8%
GDX vs NVDL
-23.5%
+48.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.1% | +15.1% | +10.3% |
| 7D | +0.8% | -14.0% | +14.8% | +4.0% |
| 30D | -3.2% | -31.2% | +27.9% | +4.8% |
| 3M | +8.6% | -15.5% | +24.1% | +11.6% |
| 6M | -1.2% | -10.3% | +9.0% | -0.2% |
| YTD | -1.4% | -5.8% | +4.4% | -4.2% |
| 1Y | +24.8% | -20.1% | +44.9% | +26.7% |
| All | +24.8% | -23.5% | +48.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling