+201.0%
GDX vs NXT
+229.3%
-28.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.8% | -0.6% | -4.8% |
| 7D | +11.5% | +4.0% | +7.5% | +10.9% |
| 30D | -3.1% | +15.9% | -19.0% | -5.2% |
| 3M | -4.4% | -3.0% | -1.4% | -4.5% |
| 6M | -8.6% | -20.7% | +12.2% | -6.7% |
| YTD | +0.8% | +14.6% | -13.8% | -0.3% |
| 1Y | +14.7% | -7.1% | +21.7% | +14.8% |
| 3Y | +228.8% | +189.4% | +39.3% | +202.3% |
| All | +201.0% | +229.3% | -28.3% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling