-26.4%
NOW vs GDX
+183.7%
-210.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.7% |
| 7D | -3.0% | +13.6% | -16.6% | -4.7% |
| 30D | -26.0% | +2.5% | -28.5% | -26.3% |
| 3M | -13.1% | +4.4% | -17.5% | -13.8% |
| 6M | +14.5% | -5.2% | +19.7% | +14.7% |
| YTD | -33.4% | +2.1% | -35.6% | -35.0% |
| 1Y | -40.6% | +24.7% | -65.3% | -44.1% |
| 3Y | -16.3% | +211.3% | -227.6% | -36.4% |
| All | -26.4% | +183.7% | -210.1% | -40.5% |
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