+224.1%
GDX vs NVO
-4.3%
+228.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.4% |
| 7D | -2.2% | -7.6% | +5.4% | -1.2% |
| 30D | +6.8% | -6.0% | +12.7% | +7.6% |
| 3M | +24.9% | -0.8% | +25.7% | +24.9% |
| 6M | -4.2% | +16.5% | -20.7% | -6.0% |
| YTD | +13.2% | -11.1% | +24.3% | +13.3% |
| 1Y | +40.2% | -16.7% | +56.9% | +41.2% |
| 3Y | +249.6% | -52.9% | +302.5% | +267.6% |
| All | +224.1% | -4.3% | +228.4% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling