+376.9%
GDX vs NVT
+699.2%
-322.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | -0.4% | +5.1% | -5.5% | -1.2% |
| 30D | +18.6% | -3.7% | +22.3% | +19.2% |
| 3M | +14.9% | -10.1% | +25.0% | +16.5% |
| 6M | -6.3% | +37.5% | -43.7% | -11.2% |
| YTD | +15.7% | +53.7% | -38.0% | +8.0% |
| 1Y | +54.8% | +70.9% | -16.0% | +42.3% |
| 3Y | +253.4% | +180.4% | +73.0% | +198.6% |
| 5Y | +219.7% | +393.5% | -173.8% | +148.2% |
| All | +376.9% | +699.2% | -322.3% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling