+258.1%
GDX vs NOK
+185.9%
+72.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | +1.9% | +9.3% | -7.5% | +0.3% |
| 30D | +9.9% | +17.9% | -7.9% | +6.7% |
| 3M | +28.2% | -22.3% | +50.5% | +32.8% |
| 6M | -2.9% | +36.4% | -39.3% | -8.9% |
| YTD | +16.0% | +66.3% | -50.3% | +5.2% |
| 1Y | +49.9% | +134.4% | -84.5% | +27.0% |
| All | +258.1% | +185.9% | +72.2% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling