+233.6%
GDX vs NEM
+156.0%
+77.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | 0.0% |
| 7D | +1.9% | +3.1% | -1.2% | -0.7% |
| 30D | +9.9% | +10.0% | -0.1% | +1.6% |
| 3M | +28.2% | +30.9% | -2.7% | +2.5% |
| 6M | -2.9% | +10.5% | -13.4% | -10.5% |
| YTD | +16.0% | +29.7% | -13.8% | -5.5% |
| 1Y | +49.9% | +71.1% | -21.2% | -2.7% |
| 3Y | +263.6% | +252.1% | +11.5% | +26.8% |
| 5Y | +233.6% | +157.7% | +75.9% | +51.4% |
| All | +233.6% | +156.0% | +77.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling