+221.0%
GDX vs NVTS
-14.2%
+235.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | +4.0% | +9.7% | -5.7% | +3.5% |
| 30D | +9.5% | -13.6% | +23.1% | +10.2% |
| 3M | +25.1% | -51.0% | +76.1% | +28.7% |
| 6M | -2.9% | +46.3% | -49.3% | -5.5% |
| YTD | +14.7% | +68.1% | -53.3% | +10.9% |
| 1Y | +47.4% | +113.9% | -66.5% | +41.2% |
| 3Y | +259.7% | +45.3% | +214.4% | +244.8% |
| All | +221.0% | -14.2% | +235.1% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling