+244.5%
GDX vs NET
+1,381.0%
-1,136.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.6% | +11.6% | +9.2% |
| 7D | +0.8% | -16.4% | +17.1% | +2.2% |
| 30D | -3.2% | -25.8% | +22.6% | -0.9% |
| 3M | +8.6% | -11.5% | +20.1% | +9.2% |
| 6M | -1.2% | +18.9% | -20.2% | -3.6% |
| YTD | -1.4% | +35.2% | -36.6% | -5.5% |
| 1Y | +24.8% | +14.5% | +10.3% | +21.3% |
| 3Y | +197.3% | +313.8% | -116.5% | +153.8% |
| 5Y | +185.5% | +32.6% | +153.0% | +151.1% |
| All | +244.5% | +1,381.0% | -1,136.5% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling