-40.7%
NOW vs GDX
+22.4%
-63.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | -3.1% | +15.6% | -18.6% | -3.9% |
| 30D | -27.0% | +2.4% | -29.5% | -27.3% |
| 3M | -17.7% | +1.7% | -19.5% | -18.0% |
| 6M | +12.7% | -3.3% | +16.0% | +12.3% |
| YTD | -32.9% | +6.6% | -39.6% | -35.5% |
| All | -40.7% | +22.4% | -63.1% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling