+150.7%
GDX vs NVTS
-54.3%
+205.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 6M | -15.2% | -57.7% | +42.6% | -12.4% |
| YTD | -4.8% | +25.4% | -30.2% | -6.9% |
| 1Y | +6.7% | +13.1% | -6.4% | +4.7% |
| 3Y | +212.7% | +48.9% | +163.8% | +197.8% |
| All | +150.7% | -54.3% | +205.0% | +128.9% |
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 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