+323.1%
GDX vs NWSA
+127.4%
+195.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -0.4% | -1.9% | +1.5% | -0.1% |
| 30D | +18.6% | +4.6% | +14.0% | +17.7% |
| 3M | +14.9% | +13.2% | +1.7% | +12.3% |
| 6M | -6.3% | +27.0% | -33.2% | -10.1% |
| YTD | +15.7% | +16.8% | -1.1% | +12.2% |
| 1Y | +54.8% | +4.5% | +50.3% | +52.8% |
| 3Y | +253.4% | +46.2% | +207.2% | +228.3% |
| 5Y | +219.7% | +40.9% | +178.7% | +193.2% |
| 10Y | +300.2% | +145.1% | +155.1% | +235.8% |
| All | +323.1% | +127.4% | +195.7% | +261.3% |
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