+47.0%
NFLX vs GDX
+241.0%
-194.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.6% | +0.3% |
| 7D | +2.6% | +15.6% | -13.0% | +0.6% |
| 30D | -9.0% | +2.4% | -11.5% | -9.5% |
| 3M | -13.7% | +1.7% | -15.5% | -14.3% |
| 6M | -26.9% | -3.3% | -23.6% | -27.2% |
| YTD | -31.8% | +6.6% | -38.4% | -34.1% |
| 1Y | -42.1% | +27.0% | -69.0% | -45.9% |
| 3Y | +47.0% | +243.4% | -196.4% | +12.4% |
| All | +47.0% | +241.0% | -194.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling