+248.0%
GDX vs NWSA
+102.5%
+145.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.7% |
| 7D | -6.8% | +2.2% | -9.0% | -7.1% |
| 30D | -2.1% | -8.8% | +6.7% | -0.9% |
| 3M | -7.5% | -6.5% | -1.0% | -6.8% |
| 6M | -15.2% | +1.5% | -16.7% | -15.9% |
| YTD | -4.8% | +4.0% | -8.8% | -6.2% |
| 1Y | +6.7% | +3.4% | +3.3% | +5.2% |
| 3Y | +212.7% | +34.8% | +177.9% | +193.6% |
| 5Y | +151.7% | +18.4% | +133.3% | +136.3% |
| 10Y | +330.3% | +149.2% | +181.2% | +259.1% |
| All | +248.0% | +102.5% | +145.5% | +201.9% |
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