+240.8%
GDX vs NVDX
+772.1%
-531.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.2% | -10.2% | +8.0% | -1.3% |
| 30D | +6.8% | -7.3% | +14.1% | +7.3% |
| 3M | +24.9% | +5.5% | +19.4% | +24.0% |
| 6M | -4.2% | +18.3% | -22.5% | -5.7% |
| YTD | +13.2% | +11.4% | +1.8% | +11.4% |
| 1Y | +40.2% | +12.7% | +27.5% | +37.6% |
| All | +240.8% | +772.1% | -531.3% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling