+24.8%
GDX vs NVTS
-9.1%
+33.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.0% | 0.0% | +7.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.7% |
| 30D | -3.2% | -24.4% | +21.2% | +0.3% |
| 3M | +8.6% | -26.5% | +35.0% | +12.6% |
| 6M | -1.2% | -41.4% | +40.2% | +3.3% |
| YTD | -1.4% | +30.7% | -32.0% | -10.2% |
| 1Y | +24.8% | -10.8% | +35.6% | +18.7% |
| All | +24.8% | -9.1% | +33.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling