+226.7%
GDX vs NVMI
+263.1%
-36.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | -5.4% | +3.8% | -9.2% | -6.0% |
| 30D | +6.6% | -7.6% | +14.1% | +7.9% |
| 3M | +30.1% | -28.0% | +58.1% | +36.6% |
| 6M | -7.1% | -15.3% | +8.2% | -5.1% |
| YTD | +12.0% | +11.5% | +0.5% | +10.4% |
| 1Y | +41.2% | +31.6% | +9.6% | +36.1% |
| 3Y | +251.0% | +207.0% | +44.0% | +191.1% |
| 5Y | +226.7% | +262.8% | -36.1% | +158.7% |
| All | +226.7% | +263.1% | -36.4% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling