-39.3%
NFLX vs GDX
+22.9%
-62.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.0% | -4.3% | +3.9% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | -1.6% | -3.2% | +1.6% | -1.6% |
| 3M | -9.8% | +8.6% | -18.3% | -10.8% |
| 6M | -27.1% | -1.2% | -25.8% | -27.7% |
| YTD | -29.2% | -1.4% | -27.8% | -33.6% |
| 1Y | -39.3% | +24.8% | -64.0% | -50.4% |
| All | -39.3% | +22.9% | -62.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling