+211.5%
GDX vs NVO
+2,085.5%
-1,874.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +9.5% | -3.2% | +12.7% | +10.4% |
| 3M | +25.1% | +11.5% | +13.6% | +21.3% |
| 6M | -2.9% | +22.9% | -25.8% | -8.0% |
| YTD | +14.7% | -6.8% | +21.5% | +14.4% |
| 1Y | +47.4% | -12.6% | +60.1% | +48.7% |
| 3Y | +259.7% | -49.6% | +309.3% | +296.9% |
| 5Y | +227.7% | +0.6% | +227.1% | +184.2% |
| 10Y | +289.0% | +148.3% | +140.7% | +142.2% |
| All | +211.5% | +2,085.5% | -1,874.0% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling