+54.8%
GDX vs NEM
+73.9%
-19.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -0.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +18.6% | +23.1% | -4.5% | -2.5% |
| 3M | +14.9% | +18.5% | -3.6% | -2.0% |
| 6M | -6.3% | +7.8% | -14.0% | -13.1% |
| YTD | +15.7% | +29.1% | -13.4% | -7.0% |
| 1Y | +54.8% | +72.7% | -17.8% | -4.8% |
| All | +54.8% | +73.9% | -19.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling