+261.3%
GDXJ vs NVDL
+2,480.8%
-2,219.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.6% |
| 7D | -6.2% | -8.7% | +2.5% | -5.5% |
| 30D | +4.6% | -1.3% | +5.9% | +4.6% |
| 3M | +31.3% | +11.4% | +19.9% | +29.7% |
| 6M | -10.7% | +22.9% | -33.6% | -12.4% |
| YTD | +9.1% | +15.4% | -6.3% | +7.0% |
| 1Y | +44.1% | +18.8% | +25.4% | +40.7% |
| 3Y | +285.4% | +641.4% | -356.0% | +249.7% |
| All | +261.3% | +2,480.8% | -2,219.5% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling