+249.6%
GDX vs NVS
+54.2%
+195.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -14.3% | +12.1% | +3.2% |
| 30D | +6.8% | -10.0% | +16.7% | +10.2% |
| 3M | +24.9% | -10.9% | +35.8% | +29.2% |
| 6M | -4.2% | -12.0% | +7.8% | -0.5% |
| YTD | +13.2% | +2.5% | +10.7% | +11.2% |
| 1Y | +40.2% | +10.7% | +29.5% | +33.6% |
| 3Y | +249.6% | +53.3% | +196.3% | +203.7% |
| All | +249.6% | +54.2% | +195.4% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling