+212.7%
GDX vs NVT
+131.3%
+81.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -6.8% | +8.0% | -14.8% | -8.3% |
| 30D | -2.1% | -24.8% | +22.7% | +3.3% |
| 3M | -7.5% | -32.4% | +24.9% | -0.3% |
| 6M | -15.2% | -33.5% | +18.3% | -8.6% |
| YTD | -4.8% | +13.2% | -18.0% | -7.8% |
| 1Y | +6.7% | +9.0% | -2.2% | +4.0% |
| 3Y | +212.7% | +129.4% | +83.3% | +176.4% |
| All | +212.7% | +131.3% | +81.4% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling