+327.3%
GDX vs NEM
+361.4%
-34.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +1.0% | +0.5% |
| 7D | -4.6% | -5.9% | +1.3% | +0.9% |
| 30D | -6.2% | -2.6% | -3.6% | -3.8% |
| 3M | -10.0% | -4.2% | -5.8% | -6.0% |
| 6M | -15.8% | -5.5% | -10.3% | -10.6% |
| YTD | -4.6% | +13.5% | -18.1% | -13.7% |
| 1Y | +4.0% | +22.2% | -18.1% | -12.1% |
| 3Y | +211.1% | +249.0% | -37.9% | -2.3% |
| 5Y | +152.3% | +120.1% | +32.2% | +18.4% |
| All | +327.3% | +361.4% | -34.1% | +9.0% |
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