+326.3%
GDX vs NSC
+296.2%
+30.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -6.8% | +2.5% | -9.3% | -7.2% |
| 30D | -2.1% | +1.7% | -3.8% | -2.4% |
| 3M | -7.5% | -2.6% | -5.0% | -7.2% |
| 6M | -15.2% | +6.4% | -21.6% | -16.2% |
| YTD | -4.8% | +15.5% | -20.3% | -7.2% |
| 1Y | +6.7% | +17.6% | -10.9% | +3.8% |
| 3Y | +212.7% | +75.0% | +137.8% | +183.0% |
| 5Y | +151.7% | +32.2% | +119.5% | +134.8% |
| All | +326.3% | +296.2% | +30.0% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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