+245.7%
GDX vs NVDL
+626.5%
-380.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.2% | -3.1% |
| 7D | -5.4% | -8.7% | +3.3% | -4.7% |
| 30D | +6.6% | -1.3% | +7.9% | +6.5% |
| 3M | +30.1% | +11.4% | +18.7% | +28.7% |
| 6M | -7.1% | +22.9% | -30.0% | -8.7% |
| YTD | +12.0% | +15.4% | -3.5% | +10.0% |
| 1Y | +41.2% | +18.8% | +22.5% | +38.3% |
| All | +245.7% | +626.5% | -380.7% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling