+790.0%
NOW vs GDX
+282.8%
+507.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.9% |
| 7D | -6.1% | +4.0% | -10.0% | -6.5% |
| 30D | +7.5% | +9.5% | -2.0% | +6.2% |
| 3M | +17.5% | +25.1% | -7.6% | +13.9% |
| 6M | +7.9% | -2.9% | +10.9% | +7.6% |
| YTD | -12.4% | +14.7% | -27.1% | -15.2% |
| 1Y | -28.6% | +47.4% | -76.0% | -33.7% |
| 3Y | +11.8% | +259.7% | -247.9% | -10.9% |
| 5Y | +2.6% | +227.7% | -225.0% | -18.3% |
| 10Y | +790.0% | +289.0% | +501.0% | +635.2% |
| All | +790.0% | +282.8% | +507.2% | +635.2% |
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 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