+197.7%
GDX vs NU
+9.5%
+188.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | +0.7% | +2.8% | -2.0% | +0.4% |
| 30D | -3.8% | -23.0% | +19.3% | -0.5% |
| 3M | -5.4% | -9.7% | +4.3% | -4.6% |
| 6M | -12.7% | -8.7% | -4.0% | -12.1% |
| YTD | -0.7% | -26.4% | +25.8% | +2.6% |
| 1Y | +11.9% | -24.8% | +36.7% | +15.2% |
| 3Y | +223.9% | +44.6% | +179.3% | +208.8% |
| All | +197.7% | +9.5% | +188.2% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 NU 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