+302.3%
NEM vs GDXJ
+237.3%
+65.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.8% |
| 30D | +7.8% | +5.0% | +2.9% | +4.5% |
| 3M | +30.2% | +24.1% | +6.1% | +13.3% |
| 6M | +9.6% | -7.4% | +17.0% | +14.3% |
| YTD | +27.8% | +10.2% | +17.6% | +19.5% |
| 1Y | +60.7% | +42.5% | +18.2% | +28.6% |
| 3Y | +245.3% | +285.7% | -40.4% | +51.0% |
| 5Y | +155.3% | +231.9% | -76.5% | +19.3% |
| All | +302.3% | +237.3% | +65.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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