+159.0%
GDX vs NEM
+233.1%
-74.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +1.0% | +0.6% |
| 7D | -4.6% | -5.9% | +1.3% | +1.0% |
| 30D | -6.2% | -2.6% | -3.6% | -3.8% |
| 3M | -10.0% | -4.2% | -5.8% | -5.9% |
| 6M | -15.8% | -5.5% | -10.3% | -10.5% |
| YTD | -4.6% | +13.5% | -18.1% | -14.3% |
| 1Y | +4.0% | +22.2% | -18.1% | -12.9% |
| 3Y | +211.1% | +249.0% | -37.9% | -6.3% |
| 5Y | +152.3% | +120.1% | +32.2% | +13.7% |
| 10Y | +331.4% | +356.3% | -24.9% | -1.4% |
| All | +159.0% | +233.1% | -74.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling