+258.1%
GDX vs NWSA
+44.1%
+214.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.9% | -3.1% | +5.0% | +2.5% |
| 30D | +9.9% | +4.3% | +5.6% | +9.1% |
| 3M | +28.2% | +9.2% | +19.0% | +25.6% |
| 6M | -2.9% | +21.6% | -24.5% | -7.4% |
| YTD | +16.0% | +14.2% | +1.8% | +11.8% |
| 1Y | +49.9% | +1.8% | +48.1% | +49.1% |
| All | +258.1% | +44.1% | +214.0% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling