+207.3%
GDX vs NLY
+391.0%
-183.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -2.2% | -4.0% | +1.8% | -1.1% |
| 30D | +6.8% | -5.2% | +12.0% | +8.4% |
| 3M | +24.9% | +2.8% | +22.1% | +24.1% |
| 6M | -4.2% | +4.2% | -8.4% | -5.0% |
| YTD | +13.2% | +4.7% | +8.5% | +12.2% |
| 1Y | +40.2% | +12.7% | +27.5% | +36.0% |
| 3Y | +249.6% | +62.5% | +187.0% | +205.4% |
| 5Y | +230.4% | +26.3% | +204.1% | +203.6% |
| 10Y | +305.4% | +81.0% | +224.5% | +228.9% |
| All | +207.3% | +391.0% | -183.6% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling