+214.8%
GDX vs NRG
+622.5%
-407.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +2.0% |
| 7D | +1.9% | +3.9% | -2.0% | +0.8% |
| 30D | +9.9% | -3.0% | +12.9% | +10.5% |
| 3M | +28.2% | -10.9% | +39.1% | +30.8% |
| 6M | -2.9% | -25.3% | +22.4% | +3.0% |
| YTD | +16.0% | -26.8% | +42.8% | +23.4% |
| 1Y | +49.9% | -23.3% | +73.2% | +57.2% |
| 3Y | +263.6% | +208.6% | +55.0% | +153.8% |
| 5Y | +233.6% | +194.1% | +39.4% | +130.5% |
| 10Y | +315.3% | +1,123.6% | -808.3% | +68.8% |
| All | +214.8% | +622.5% | -407.6% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling