+24.8%
GDX vs NVS
+37.6%
-12.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +7.7% |
| 7D | +0.8% | +5.7% | -4.9% | -1.1% |
| 30D | -3.2% | +17.1% | -20.3% | -8.4% |
| 3M | +8.6% | +7.6% | +0.9% | +4.8% |
| 6M | -1.2% | +14.1% | -15.3% | -9.2% |
| YTD | -1.4% | +23.3% | -24.7% | -7.9% |
| 1Y | +24.8% | +36.0% | -11.2% | +13.9% |
| All | +24.8% | +37.6% | -12.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling