+214.2%
GDX vs NSC
+933.5%
-719.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | -5.5% | +5.1% | +1.1% |
| 30D | +18.6% | -3.2% | +21.8% | +19.6% |
| 3M | +14.9% | +7.7% | +7.2% | +12.4% |
| 6M | -6.3% | +4.5% | -10.8% | -7.7% |
| YTD | +15.7% | +15.6% | +0.2% | +10.8% |
| 1Y | +54.8% | +19.8% | +35.0% | +46.8% |
| 3Y | +253.4% | +70.1% | +183.3% | +199.3% |
| 5Y | +219.7% | +46.1% | +173.5% | +179.1% |
| 10Y | +300.2% | +328.1% | -27.9% | +134.3% |
| All | +214.2% | +933.5% | -719.3% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling