+285.7%
GDXJ vs NVDL
+625.2%
-339.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -2.8% | -10.3% | +7.5% | -1.7% |
| 30D | +5.0% | -7.1% | +12.1% | +5.6% |
| 3M | +24.1% | +6.6% | +17.5% | +22.8% |
| 6M | -7.4% | +21.1% | -28.4% | -9.4% |
| YTD | +10.2% | +15.2% | -5.0% | +7.8% |
| 1Y | +42.5% | +18.8% | +23.7% | +38.6% |
| 3Y | +285.7% | +649.9% | -364.2% | +248.5% |
| All | +285.7% | +625.2% | -339.5% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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