+260.9%
GDX vs NET
+339.9%
-79.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -0.4% | -7.0% | +6.6% | +0.2% |
| 30D | +18.6% | -4.8% | +23.4% | +18.9% |
| 3M | +14.9% | +3.8% | +11.1% | +14.1% |
| 6M | -6.3% | +50.0% | -56.3% | -11.0% |
| YTD | +15.7% | +41.5% | -25.7% | +10.0% |
| 1Y | +54.8% | +32.8% | +22.0% | +47.9% |
| All | +260.9% | +339.9% | -79.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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