+224.1%
GDX vs NLY
+25.6%
+198.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -2.2% | -4.0% | +1.8% | -0.5% |
| 30D | +6.8% | -5.2% | +12.0% | +9.1% |
| 3M | +24.9% | +2.8% | +22.1% | +23.7% |
| 6M | -4.2% | +4.2% | -8.4% | -5.5% |
| YTD | +13.2% | +4.7% | +8.5% | +11.7% |
| 1Y | +40.2% | +12.7% | +27.5% | +34.5% |
| 3Y | +249.6% | +62.5% | +187.0% | +190.8% |
| All | +224.1% | +25.6% | +198.5% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 5y: compounded portfolio wealth divided by compounded NLY 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…
5y analysis · Full analysis span regression · 6 months rolling