+211.5%
GDX vs NVMI
+19,338.7%
-19,127.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +4.0% | +11.7% | -7.7% | +3.1% |
| 30D | +9.5% | -4.0% | +13.5% | +9.8% |
| 3M | +25.1% | -25.8% | +50.9% | +27.6% |
| 6M | -2.9% | -8.3% | +5.4% | -2.6% |
| YTD | +14.7% | +14.8% | -0.1% | +13.5% |
| 1Y | +47.4% | +37.9% | +9.6% | +44.0% |
| 3Y | +259.7% | +216.3% | +43.4% | +229.2% |
| 5Y | +227.7% | +277.2% | -49.5% | +194.3% |
| 10Y | +289.0% | +3,074.3% | -2,785.4% | +214.4% |
| All | +211.5% | +19,338.7% | -19,127.2% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling