+206.8%
GDXJ vs NVTS
-16.8%
+223.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.8% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | +5.0% | -16.5% | +21.5% | +6.1% |
| 3M | +24.1% | -47.6% | +71.7% | +28.3% |
| 6M | -7.4% | +7.3% | -14.6% | -8.9% |
| YTD | +10.2% | +62.9% | -52.7% | +5.5% |
| 1Y | +42.5% | +91.3% | -48.7% | +35.1% |
| 3Y | +285.7% | +43.4% | +242.3% | +263.7% |
| All | +206.8% | -16.8% | +223.6% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling