+291.6%
GDX vs NSC
+336.2%
-44.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | +6.6% | -3.4% | +9.9% | +7.1% |
| 3M | +30.1% | +5.1% | +25.0% | +29.0% |
| 6M | -7.1% | +9.2% | -16.3% | -8.5% |
| YTD | +12.0% | +13.4% | -1.4% | +9.6% |
| 1Y | +41.2% | +20.8% | +20.4% | +36.8% |
| 3Y | +251.0% | +76.1% | +174.9% | +217.5% |
| 5Y | +226.7% | +45.3% | +181.5% | +202.7% |
| All | +291.6% | +336.2% | -44.5% | +226.8% |
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