+296.0%
GDX vs NVMI
+3,158.6%
-2,862.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +6.8% | -8.4% | +15.1% | +8.2% |
| 3M | +24.9% | -33.6% | +58.5% | +32.7% |
| 6M | -4.2% | -14.7% | +10.5% | -2.5% |
| YTD | +13.2% | +13.2% | 0.0% | +10.8% |
| 1Y | +40.2% | +29.0% | +11.2% | +34.4% |
| 3Y | +249.6% | +215.0% | +34.6% | +184.1% |
| 5Y | +230.4% | +268.6% | -38.2% | +155.1% |
| All | +296.0% | +3,158.6% | -2,862.6% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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