-25.1%
NOW vs GDX
+151.5%
-176.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.3% | -6.8% | +7.1% | +1.2% |
| 30D | -27.0% | -2.1% | -24.8% | -26.7% |
| 3M | -19.6% | -7.5% | -12.1% | -19.0% |
| 6M | +17.5% | -15.2% | +32.6% | +19.4% |
| YTD | -33.3% | -4.8% | -28.4% | -34.2% |
| 1Y | -39.8% | +6.7% | -46.6% | -41.9% |
| 3Y | -19.9% | +212.7% | -232.7% | -39.8% |
| All | -25.1% | +151.5% | -176.6% | -28.2% |
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