+245.7%
GDX vs NVO
-50.9%
+296.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.3% |
| 7D | -5.4% | -7.4% | +2.0% | -4.5% |
| 30D | +6.6% | -5.5% | +12.1% | +7.3% |
| 3M | +30.1% | +4.1% | +26.0% | +29.4% |
| 6M | -7.1% | +19.3% | -26.4% | -8.9% |
| YTD | +12.0% | -9.2% | +21.1% | +11.5% |
| 1Y | +41.2% | -15.0% | +56.2% | +41.4% |
| All | +245.7% | -50.9% | +296.6% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling