+291.6%
GDX vs NEM
+316.8%
-25.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -1.7% |
| 7D | -5.4% | -3.3% | -2.1% | -2.4% |
| 30D | +6.6% | +7.8% | -1.3% | -0.2% |
| 3M | +30.1% | +36.3% | -6.1% | -1.0% |
| 6M | -7.1% | +6.6% | -13.7% | -12.0% |
| YTD | +12.0% | +27.1% | -15.2% | -8.9% |
| 1Y | +41.2% | +62.3% | -21.1% | -8.1% |
| 3Y | +251.0% | +245.1% | +5.9% | +10.5% |
| 5Y | +226.7% | +154.0% | +72.7% | +33.5% |
| All | +291.6% | +316.8% | -25.2% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling