+163.2%
GDX vs NOC
+65.5%
+97.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +0.7% | +4.9% | -4.1% | -0.3% |
| 30D | -3.8% | +13.6% | -17.4% | -6.7% |
| 3M | -5.4% | -3.9% | -1.6% | -5.0% |
| 6M | -12.7% | +1.4% | -14.1% | -13.5% |
| YTD | -0.7% | -2.2% | +1.5% | -0.9% |
| 1Y | +11.9% | -1.2% | +13.1% | +11.3% |
| 3Y | +223.9% | +25.0% | +198.9% | +203.3% |
| 5Y | +163.2% | +66.0% | +97.2% | +127.5% |
| All | +163.2% | +65.5% | +97.7% | +127.5% |
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