+667.4%
NFLX vs GDX
+308.1%
+359.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +0.5% |
| 7D | -8.1% | -5.4% | -2.7% | -7.3% |
| 30D | +1.6% | +6.6% | -4.9% | +0.5% |
| 3M | -7.3% | +30.1% | -37.4% | -11.2% |
| 6M | -21.6% | -7.1% | -14.5% | -21.5% |
| YTD | -18.9% | +12.0% | -30.9% | -21.6% |
| 1Y | -39.1% | +41.2% | -80.3% | -43.6% |
| 3Y | +71.7% | +251.0% | -179.3% | +35.6% |
| 5Y | +27.0% | +226.7% | -199.8% | 0.0% |
| All | +667.4% | +308.1% | +359.3% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling