+212.7%
GDX vs NOK
+147.0%
+65.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | -6.8% | +5.4% | -12.2% | -7.7% |
| 30D | -2.1% | -14.1% | +12.0% | +0.3% |
| 3M | -7.5% | -23.6% | +16.1% | -3.5% |
| 6M | -15.2% | -45.1% | +30.0% | -6.9% |
| YTD | -4.8% | +24.7% | -29.5% | -9.7% |
| 1Y | +6.7% | +19.0% | -12.3% | +1.9% |
| 3Y | +212.7% | +147.0% | +65.7% | +152.1% |
| All | +212.7% | +147.0% | +65.7% | +152.1% |
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