-24.0%
NKE vs GDXJ
+237.3%
-261.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -4.2% | -2.8% | -1.4% | -3.9% |
| 30D | -8.2% | +5.0% | -13.1% | -8.7% |
| 3M | -19.1% | +24.1% | -43.2% | -21.0% |
| 6M | -32.6% | -7.4% | -25.3% | -32.7% |
| YTD | -40.7% | +10.2% | -50.9% | -41.9% |
| 1Y | -48.9% | +42.5% | -91.4% | -51.4% |
| 3Y | -59.2% | +285.7% | -345.0% | -65.7% |
| 5Y | -75.3% | +231.9% | -307.2% | -79.3% |
| All | -24.0% | +237.3% | -261.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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