+40.2%
GDX vs NWSA
+3.0%
+37.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -2.8% | +0.6% | -2.1% |
| 30D | +6.8% | +3.0% | +3.7% | +6.9% |
| 3M | +24.9% | +12.3% | +12.6% | +24.1% |
| 6M | -4.2% | +21.9% | -26.1% | -5.8% |
| YTD | +13.2% | +13.6% | -0.4% | +10.7% |
| 1Y | +40.2% | +0.5% | +39.7% | +42.2% |
| All | +40.2% | +3.0% | +37.2% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling