+54.8%
GDX vs NOK
+123.4%
-68.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.1% |
| 30D | +18.6% | +4.7% | +13.9% | +17.6% |
| 3M | +14.9% | -39.7% | +54.5% | +23.3% |
| 6M | -6.3% | +23.1% | -29.3% | -8.9% |
| YTD | +15.7% | +55.0% | -39.3% | +9.6% |
| 1Y | +54.8% | +118.0% | -63.2% | +49.4% |
| All | +54.8% | +123.4% | -68.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling