+319.4%
GDXJ vs NVT
+731.8%
-412.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.6% | 0.0% |
| 7D | -2.8% | +4.1% | -6.9% | -3.8% |
| 30D | +5.0% | -5.1% | +10.1% | +6.0% |
| 3M | +24.1% | -1.2% | +25.2% | +23.6% |
| 6M | -7.4% | +46.6% | -53.9% | -15.6% |
| YTD | +10.2% | +60.0% | -49.8% | -1.5% |
| 1Y | +42.5% | +70.8% | -28.3% | +25.5% |
| 3Y | +285.7% | +187.5% | +98.2% | +195.6% |
| 5Y | +231.9% | +426.1% | -194.3% | +119.6% |
| All | +319.4% | +731.8% | -412.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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