+27.2%
NFLX vs GDX
+228.6%
-201.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.2% |
| 7D | -8.1% | +1.9% | -10.0% | -8.4% |
| 30D | -0.3% | +9.9% | -10.3% | -2.5% |
| 3M | -6.6% | +28.2% | -34.8% | -11.8% |
| 6M | -22.7% | -2.9% | -19.8% | -23.1% |
| YTD | -18.9% | +16.0% | -34.9% | -23.7% |
| 1Y | -39.8% | +49.9% | -89.7% | -47.6% |
| 3Y | +71.7% | +263.6% | -191.9% | +12.2% |
| 5Y | +27.2% | +233.6% | -206.3% | -18.2% |
| All | +27.2% | +228.6% | -201.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling