+215.1%
GDXJ vs NVMI
+3,158.6%
-2,943.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +5.0% | -8.4% | +13.4% | +6.9% |
| 3M | +24.1% | -33.6% | +57.6% | +34.4% |
| 6M | -7.4% | -14.7% | +7.3% | -5.1% |
| YTD | +10.2% | +13.2% | -3.0% | +6.8% |
| 1Y | +42.5% | +29.0% | +13.5% | +34.3% |
| 3Y | +285.7% | +215.0% | +70.7% | +187.2% |
| 5Y | +231.9% | +268.6% | -36.7% | +130.6% |
| All | +215.1% | +3,158.6% | -2,943.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling