+238.4%
GDX vs NVS
+92.5%
+146.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.9% | -15.4% | +17.3% | +9.1% |
| 30D | +9.9% | -12.3% | +22.2% | +15.6% |
| 3M | +28.2% | -7.8% | +36.0% | +31.1% |
| 6M | -2.9% | -13.0% | +10.1% | +2.2% |
| YTD | +16.0% | +2.8% | +13.2% | +13.0% |
| 1Y | +49.9% | +10.6% | +39.2% | +40.7% |
| 3Y | +263.6% | +55.1% | +208.5% | +185.1% |
| All | +238.4% | +92.5% | +146.0% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling