+248.1%
GDX vs NVDL
+2,657.6%
-2,409.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.6% |
| 7D | +4.0% | +7.3% | -3.3% | +3.4% |
| 30D | +9.5% | -0.7% | +10.2% | +9.4% |
| 3M | +25.1% | +9.5% | +15.6% | +24.0% |
| 6M | -2.9% | +41.6% | -44.6% | -5.1% |
| YTD | +14.7% | +23.3% | -8.6% | +12.5% |
| 1Y | +47.4% | +40.3% | +7.1% | +43.6% |
| 3Y | +259.7% | +692.2% | -432.5% | +238.3% |
| All | +248.1% | +2,657.6% | -2,409.5% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling