+213.2%
GDX vs NVTS
-20.2%
+233.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -3.3% |
| 7D | -5.4% | +0.5% | -5.8% | -5.4% |
| 30D | +6.6% | -18.0% | +24.6% | +7.5% |
| 3M | +30.1% | -45.6% | +75.7% | +33.3% |
| 6M | -7.1% | +28.5% | -35.6% | -9.0% |
| YTD | +12.0% | +56.2% | -44.2% | +8.6% |
| 1Y | +41.2% | +97.7% | -56.5% | +35.8% |
| 3Y | +251.0% | +35.0% | +216.0% | +237.6% |
| All | +213.2% | -20.2% | +233.5% | +186.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling