+258.1%
GDX vs NVTS
+37.8%
+220.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +31.3% |
| 6M | -2.9% | +38.4% | -41.3% | -4.6% |
| YTD | +16.0% | +62.5% | -46.5% | +13.3% |
| 1Y | +49.9% | +101.4% | -51.5% | +46.1% |
| All | +258.1% | +37.8% | +220.4% | +260.9% |
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 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