+291.6%
GDX vs NOK
+133.4%
+158.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -5.4% | +8.7% | -14.1% | -6.4% |
| 30D | +6.6% | +12.5% | -5.9% | +4.8% |
| 3M | +30.1% | -20.7% | +50.9% | +33.3% |
| 6M | -7.1% | +36.2% | -43.3% | -11.4% |
| YTD | +12.0% | +64.1% | -52.2% | +4.3% |
| 1Y | +41.2% | +132.4% | -91.2% | +25.7% |
| 3Y | +251.0% | +182.9% | +68.1% | +202.8% |
| 5Y | +226.7% | +102.8% | +123.9% | +188.4% |
| All | +291.6% | +133.4% | +158.3% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling