+24.8%
GDX vs NKE
-33.0%
+57.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +8.4% |
| 7D | +0.8% | +9.0% | -8.2% | 0.0% |
| 30D | -3.2% | +19.2% | -22.5% | -4.7% |
| 3M | +8.6% | -1.5% | +10.0% | +8.5% |
| 6M | -1.2% | -4.2% | +2.9% | -1.3% |
| YTD | -1.4% | -34.8% | +33.4% | +1.2% |
| 1Y | +24.8% | -31.7% | +56.5% | +28.1% |
| All | +24.8% | -33.0% | +57.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 1y: compounded portfolio wealth divided by compounded NKE 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…
1y analysis · Full analysis span regression · 6 months rolling