+296.0%
GDX vs NKE
-22.6%
+318.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -2.2% | -4.2% | +2.0% | -1.7% |
| 30D | +6.8% | -8.2% | +14.9% | +7.8% |
| 3M | +24.9% | -19.1% | +44.0% | +27.8% |
| 6M | -4.2% | -32.6% | +28.4% | -0.1% |
| YTD | +13.2% | -40.7% | +53.9% | +19.7% |
| 1Y | +40.2% | -48.9% | +89.1% | +50.5% |
| 3Y | +249.6% | -59.2% | +308.8% | +282.3% |
| 5Y | +230.4% | -75.3% | +305.7% | +275.1% |
| All | +296.0% | -22.6% | +318.6% | +319.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling