+258.1%
GDX vs NEE
+34.9%
+223.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +9.9% | -1.7% | +11.6% | +10.5% |
| 3M | +28.2% | -1.8% | +30.0% | +28.8% |
| 6M | -2.9% | -8.8% | +5.9% | -0.3% |
| YTD | +16.0% | +5.2% | +10.8% | +13.6% |
| 1Y | +49.9% | +21.3% | +28.5% | +40.1% |
| All | +258.1% | +34.9% | +223.3% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 3y: compounded portfolio wealth divided by compounded NEE 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…
3y analysis · Full analysis span regression · 6 months rolling