+226.7%
GDX vs NWSA
+39.0%
+187.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -5.4% | -4.8% | -0.6% | -4.3% |
| 30D | +6.6% | +3.0% | +3.6% | +5.9% |
| 3M | +30.1% | +9.3% | +20.8% | +27.0% |
| 6M | -7.1% | +23.2% | -30.3% | -12.0% |
| YTD | +12.0% | +13.3% | -1.4% | +7.8% |
| 1Y | +41.2% | +2.9% | +38.3% | +39.2% |
| 3Y | +251.0% | +43.3% | +207.7% | +212.2% |
| 5Y | +226.7% | +40.9% | +185.9% | +179.4% |
| All | +226.7% | +39.0% | +187.7% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling