+462.3%
NFLX vs GDX
+314.5%
+147.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -8.6% | -3.8% | -4.8% | -8.3% |
| 3M | -13.7% | -5.4% | -8.3% | -13.4% |
| 6M | -24.5% | -12.7% | -11.8% | -23.7% |
| YTD | -31.2% | -0.7% | -30.5% | -32.5% |
| 1Y | -43.2% | +11.9% | -55.1% | -45.4% |
| 3Y | +44.3% | +223.9% | -179.6% | +15.3% |
| 5Y | -1.9% | +163.2% | -165.0% | -20.8% |
| 10Y | +462.3% | +349.2% | +113.1% | +348.7% |
| All | +462.3% | +314.5% | +147.8% | +348.7% |
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