+212.7%
GDX vs NVTS
+44.1%
+168.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.1% | +0.1% |
| 7D | -6.8% | +3.9% | -10.8% | -7.0% |
| 30D | -2.1% | -4.3% | +2.2% | -2.1% |
| 3M | -7.5% | -34.5% | +27.0% | -6.0% |
| 6M | -15.2% | -57.7% | +42.6% | -12.6% |
| YTD | -4.8% | +25.4% | -30.2% | -6.1% |
| 1Y | +6.7% | +13.1% | -6.4% | +5.5% |
| 3Y | +212.7% | +48.9% | +163.8% | +240.4% |
| All | +212.7% | +44.1% | +168.6% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling