+74.5%
GDXJ vs NVS
+431.1%
-356.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.8% | -14.3% | +11.5% | +4.1% |
| 30D | +5.0% | -10.0% | +14.9% | +9.5% |
| 3M | +24.1% | -10.9% | +35.0% | +29.7% |
| 6M | -7.4% | -12.0% | +4.6% | -2.3% |
| YTD | +10.2% | +2.5% | +7.7% | +7.5% |
| 1Y | +42.5% | +10.7% | +31.9% | +33.4% |
| 3Y | +285.7% | +53.3% | +232.4% | +201.7% |
| 5Y | +231.9% | +93.6% | +138.3% | +128.9% |
| 10Y | +230.0% | +180.6% | +49.4% | +86.3% |
| All | +74.5% | +431.1% | -356.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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