+263.2%
GDX vs NWSA
+101.5%
+161.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +0.7% | -12.2% | +12.9% | +2.6% |
| 30D | -3.8% | -8.7% | +4.9% | -2.6% |
| 3M | -5.4% | -6.0% | +0.5% | -4.8% |
| 6M | -12.7% | -0.3% | -12.4% | -13.2% |
| YTD | -0.7% | +3.5% | -4.1% | -2.1% |
| 1Y | +11.9% | +0.8% | +11.1% | +10.8% |
| 3Y | +223.9% | +31.1% | +192.8% | +205.4% |
| 5Y | +163.2% | +18.8% | +144.4% | +147.1% |
| 10Y | +349.2% | +147.9% | +201.3% | +275.1% |
| All | +263.2% | +101.5% | +161.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling