+243.5%
GDX vs NVDL
+2,476.2%
-2,232.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.2% | -10.3% | +8.1% | -1.4% |
| 30D | +6.8% | -7.1% | +13.9% | +7.2% |
| 3M | +24.9% | +6.6% | +18.4% | +24.1% |
| 6M | -4.2% | +21.1% | -25.3% | -5.6% |
| YTD | +13.2% | +15.2% | -2.0% | +11.6% |
| 1Y | +40.2% | +18.8% | +21.4% | +37.7% |
| 3Y | +249.6% | +649.9% | -400.3% | +230.3% |
| All | +243.5% | +2,476.2% | -2,232.7% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling