+249.6%
GDX vs NYT
+56.2%
+193.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +6.8% | +4.6% | +2.2% | +6.3% |
| 3M | +24.9% | -9.6% | +34.5% | +25.4% |
| 6M | -4.2% | -14.0% | +9.8% | -3.1% |
| YTD | +13.2% | -2.8% | +16.1% | +12.1% |
| 1Y | +40.2% | +15.6% | +24.6% | +34.5% |
| 3Y | +249.6% | +56.3% | +193.3% | +207.4% |
| All | +249.6% | +56.2% | +193.4% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling