+1,972.6%
NOW vs GDX
+122.3%
+1,850.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.6% |
| 7D | -3.0% | +13.6% | -16.6% | -4.1% |
| 30D | -26.0% | +2.5% | -28.5% | -26.2% |
| 3M | -13.1% | +4.4% | -17.5% | -13.5% |
| 6M | +14.5% | -5.2% | +19.7% | +14.6% |
| YTD | -33.4% | +2.1% | -35.6% | -34.2% |
| 1Y | -40.6% | +24.7% | -65.3% | -42.4% |
| 3Y | -16.3% | +211.3% | -227.6% | -25.8% |
| 5Y | -26.3% | +186.7% | -213.0% | -34.8% |
| 10Y | +512.7% | +285.3% | +227.4% | +439.9% |
| All | +1,972.6% | +122.3% | +1,850.3% | +1,762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling