+214.8%
GDX vs NYT
+239.2%
-24.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | +9.9% | +2.8% | +7.1% | +9.5% |
| 3M | +28.2% | -9.2% | +37.4% | +29.4% |
| 6M | -2.9% | -17.1% | +14.2% | -0.7% |
| YTD | +16.0% | -3.2% | +19.2% | +15.6% |
| 1Y | +49.9% | +15.7% | +34.2% | +45.3% |
| 3Y | +263.6% | +55.7% | +207.8% | +234.1% |
| 5Y | +233.6% | +39.4% | +194.2% | +206.8% |
| 10Y | +315.3% | +485.6% | -170.2% | +196.7% |
| All | +214.8% | +239.2% | -24.4% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling