+235.5%
GDX vs NU
+33.5%
+202.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -5.4% | -4.2% | -1.2% | -4.8% |
| 30D | +6.6% | +10.0% | -3.5% | +5.1% |
| 3M | +30.1% | +29.3% | +0.8% | +25.8% |
| 6M | -7.1% | +0.9% | -8.0% | -7.4% |
| YTD | +12.0% | -10.3% | +22.2% | +13.0% |
| 1Y | +41.2% | -3.2% | +44.4% | +41.3% |
| 3Y | +251.0% | +120.6% | +130.4% | +221.1% |
| All | +235.5% | +33.5% | +202.0% | +192.6% |
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