+24.8%
GDX vs NEM
+50.9%
-26.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.9% | -0.9% | -0.7% |
| 7D | +0.8% | +3.7% | -2.9% | -2.7% |
| 30D | -3.2% | +2.0% | -5.2% | -5.0% |
| 3M | +8.6% | +21.1% | -12.5% | -9.5% |
| 6M | -1.2% | +9.5% | -10.7% | -8.9% |
| YTD | -1.4% | +19.1% | -20.4% | -13.9% |
| 1Y | +24.8% | +51.1% | -26.3% | -10.4% |
| All | +24.8% | +50.9% | -26.1% | -10.4% |
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