+223.7%
GDX vs NVTS
-15.6%
+239.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.5% | -2.5% |
| 7D | -0.4% | +2.7% | -3.1% | -0.5% |
| 30D | +18.6% | -4.5% | +23.1% | +18.8% |
| 3M | +14.9% | -61.5% | +76.4% | +19.5% |
| 6M | -6.3% | +28.0% | -34.2% | -8.2% |
| YTD | +15.7% | +65.3% | -49.5% | +11.9% |
| 1Y | +54.8% | +113.0% | -58.2% | +48.4% |
| 3Y | +253.4% | +34.7% | +218.7% | +240.4% |
| All | +223.7% | -15.6% | +239.3% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling