+136.0%
NVO vs GDXJ
+237.3%
-101.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -7.6% | -2.8% | -4.8% | -7.3% |
| 30D | -6.0% | +5.0% | -10.9% | -6.6% |
| 3M | -0.8% | +24.1% | -24.8% | -3.5% |
| 6M | +16.5% | -7.4% | +23.8% | +16.6% |
| YTD | -11.1% | +10.2% | -21.3% | -13.2% |
| 1Y | -16.7% | +42.5% | -59.3% | -21.1% |
| 3Y | -52.9% | +285.7% | -338.6% | -60.4% |
| 5Y | -3.0% | +231.9% | -234.8% | -18.3% |
| All | +136.0% | +237.3% | -101.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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