+24.8%
GDX vs NRG
-50.8%
+75.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -13.5% | +22.5% | +12.7% |
| 7D | +0.8% | -13.7% | +14.5% | +4.3% |
| 30D | -3.2% | -13.6% | +10.3% | 0.0% |
| 3M | +8.6% | -28.5% | +37.1% | +19.3% |
| 6M | -1.2% | -45.8% | +44.5% | +17.0% |
| YTD | -1.4% | -46.9% | +45.6% | +17.3% |
| 1Y | +24.8% | -49.7% | +74.5% | +52.6% |
| All | +24.8% | -50.8% | +75.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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