+245.7%
GDX vs NKE
-60.1%
+305.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.3% |
| 7D | -5.4% | -5.5% | +0.2% | -5.1% |
| 30D | +6.6% | -10.4% | +17.0% | +7.2% |
| 3M | +30.1% | -15.8% | +45.9% | +31.4% |
| 6M | -7.1% | -33.4% | +26.3% | -5.2% |
| YTD | +12.0% | -41.0% | +53.0% | +15.0% |
| 1Y | +41.2% | -49.1% | +90.3% | +45.9% |
| All | +245.7% | -60.1% | +305.8% | +264.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling