+296.0%
GDX vs NWSA
+149.4%
+146.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -2.8% | +0.6% | -1.7% |
| 30D | +6.8% | +3.0% | +3.7% | +6.3% |
| 3M | +24.9% | +12.3% | +12.6% | +22.3% |
| 6M | -4.2% | +21.9% | -26.1% | -7.6% |
| YTD | +13.2% | +13.6% | -0.4% | +10.2% |
| 1Y | +40.2% | +0.5% | +39.7% | +39.3% |
| 3Y | +249.6% | +43.8% | +205.8% | +225.2% |
| 5Y | +230.4% | +41.2% | +189.2% | +201.9% |
| All | +296.0% | +149.4% | +146.6% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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