+230.0%
GDX vs NOC
+56.1%
+173.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +4.0% | -2.7% | +6.6% | +4.6% |
| 30D | +9.5% | -8.9% | +18.3% | +11.7% |
| 3M | +25.1% | -3.7% | +28.8% | +25.8% |
| 6M | -2.9% | -30.8% | +27.9% | +5.4% |
| YTD | +14.7% | -7.9% | +22.7% | +16.4% |
| 1Y | +47.4% | -9.4% | +56.8% | +49.9% |
| 3Y | +259.7% | +29.0% | +230.7% | +235.0% |
| All | +230.0% | +56.1% | +173.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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