+41.2%
GDX vs NOK
+131.4%
-90.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -5.4% | +8.7% | -14.1% | -6.7% |
| 30D | +6.6% | +12.5% | -5.9% | +4.4% |
| 3M | +30.1% | -20.7% | +50.9% | +34.0% |
| 6M | -7.1% | +36.2% | -43.3% | -11.3% |
| YTD | +12.0% | +64.1% | -52.2% | +4.7% |
| 1Y | +41.2% | +132.4% | -91.2% | +31.6% |
| All | +41.2% | +131.4% | -90.2% | +31.6% |
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