+212.7%
GDX vs NEM
+252.4%
-39.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.6% |
| 7D | -6.8% | -6.4% | -0.4% | -1.2% |
| 30D | -2.1% | +1.4% | -3.5% | -3.2% |
| 3M | -7.5% | -0.7% | -6.8% | -6.3% |
| 6M | -15.2% | -4.5% | -10.7% | -11.0% |
| YTD | -4.8% | +14.0% | -18.9% | -12.6% |
| 1Y | +6.7% | +27.3% | -20.6% | -10.2% |
| 3Y | +212.7% | +250.5% | -37.8% | +18.7% |
| All | +212.7% | +252.4% | -39.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling