+259.7%
GDX vs NEM
+249.7%
+9.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | +4.0% | +3.9% | +0.1% | +0.7% |
| 30D | +9.5% | +12.7% | -3.2% | -0.9% |
| 3M | +25.1% | +28.7% | -3.6% | +1.7% |
| 6M | -2.9% | +9.8% | -12.7% | -10.0% |
| YTD | +14.7% | +28.1% | -13.4% | -4.8% |
| 1Y | +47.4% | +69.3% | -21.9% | -1.3% |
| 3Y | +259.7% | +247.7% | +12.0% | +38.1% |
| All | +259.7% | +249.7% | +9.9% | +38.1% |
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