+296.0%
GDX vs NVO
+143.1%
+152.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.5% |
| 7D | -2.2% | -7.6% | +5.4% | -0.9% |
| 30D | +6.8% | -6.0% | +12.7% | +7.8% |
| 3M | +24.9% | -0.8% | +25.7% | +24.9% |
| 6M | -4.2% | +16.5% | -20.7% | -6.6% |
| YTD | +13.2% | -11.1% | +24.3% | +13.7% |
| 1Y | +40.2% | -16.7% | +56.9% | +41.9% |
| 3Y | +249.6% | -52.9% | +302.5% | +276.0% |
| 5Y | +230.4% | -3.0% | +233.3% | +197.6% |
| All | +296.0% | +143.1% | +152.9% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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