+214.2%
GDX vs NVS
+551.6%
-337.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -0.4% | +4.0% | -4.4% | -2.3% |
| 30D | +18.6% | +3.6% | +15.0% | +16.7% |
| 3M | +14.9% | +7.8% | +7.1% | +10.7% |
| 6M | -6.3% | -0.2% | -6.1% | -6.4% |
| YTD | +15.7% | +19.6% | -3.8% | +6.8% |
| 1Y | +54.8% | +28.4% | +26.5% | +38.4% |
| 3Y | +253.4% | +76.2% | +177.2% | +172.9% |
| 5Y | +219.7% | +111.1% | +108.6% | +127.1% |
| 10Y | +300.2% | +224.3% | +76.0% | +127.9% |
| All | +214.2% | +551.6% | -337.4% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling