+46.3%
GDX vs NVTS
+94.6%
-48.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | +1.9% | +3.5% | -1.6% | +1.3% |
| 30D | +9.9% | -11.9% | +21.8% | +11.6% |
| 3M | +28.2% | -49.2% | +77.4% | +37.8% |
| 6M | -2.9% | +38.4% | -41.3% | -11.3% |
| YTD | +16.0% | +62.5% | -46.5% | +2.5% |
| All | +46.3% | +94.6% | -48.4% | +30.1% |
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