+245.4%
GDX vs NVDX
+833.4%
-587.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | +4.0% | +7.3% | -3.4% | +3.4% |
| 30D | +9.5% | -0.9% | +10.4% | +9.4% |
| 3M | +25.1% | +8.4% | +16.7% | +23.8% |
| 6M | -2.9% | +38.2% | -41.1% | -5.4% |
| YTD | +14.7% | +19.3% | -4.5% | +12.3% |
| 1Y | +47.4% | +33.3% | +14.2% | +43.3% |
| All | +245.4% | +833.4% | -587.9% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling