+366.6%
GDX vs NVT
+731.8%
-365.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.4% |
| 7D | -2.2% | +4.1% | -6.2% | -2.9% |
| 30D | +6.8% | -5.1% | +11.9% | +7.5% |
| 3M | +24.9% | -1.2% | +26.1% | +24.6% |
| 6M | -4.2% | +46.6% | -50.8% | -10.2% |
| YTD | +13.2% | +60.0% | -46.8% | +4.9% |
| 1Y | +40.2% | +70.8% | -30.6% | +28.7% |
| 3Y | +249.6% | +187.5% | +62.0% | +193.9% |
| 5Y | +230.4% | +426.1% | -195.8% | +154.1% |
| All | +366.6% | +731.8% | -365.2% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling