-7.1%
GDX vs NLY
+5.6%
-12.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -0.5% |
| 7D | -5.4% | -3.6% | -1.7% | -1.5% |
| 30D | +6.6% | -4.9% | +11.5% | +12.5% |
| 3M | +30.1% | +6.2% | +23.9% | +20.5% |
| 6M | -7.1% | +4.5% | -11.6% | -11.9% |
| All | -7.1% | +5.6% | -12.7% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling