+296.0%
GDX vs NRG
+1,083.9%
-788.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -2.2% | -4.7% | +2.5% | -1.4% |
| 30D | +6.8% | -6.0% | +12.7% | +7.7% |
| 3M | +24.9% | -8.0% | +32.9% | +26.0% |
| 6M | -4.2% | -23.2% | +19.0% | -0.8% |
| YTD | +13.2% | -28.1% | +41.3% | +18.3% |
| 1Y | +40.2% | -27.3% | +67.5% | +46.2% |
| 3Y | +249.6% | +208.7% | +40.9% | +184.3% |
| 5Y | +230.4% | +197.7% | +32.7% | +167.6% |
| All | +296.0% | +1,083.9% | -788.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling