+224.4%
GDX vs NVTS
-17.0%
+241.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +1.9% | +3.5% | -1.6% | +1.7% |
| 30D | +9.9% | -11.9% | +21.8% | +10.5% |
| 3M | +28.2% | -49.2% | +77.4% | +31.7% |
| 6M | -2.9% | +38.4% | -41.3% | -5.2% |
| YTD | +16.0% | +62.5% | -46.5% | +12.3% |
| 1Y | +49.9% | +101.4% | -51.5% | +43.9% |
| 3Y | +263.6% | +40.4% | +223.1% | +249.0% |
| All | +224.4% | -17.0% | +241.5% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling