+227.7%
GDX vs NTAP
+135.7%
+92.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +4.0% | +3.3% | +0.7% | +3.4% |
| 30D | +9.5% | -0.2% | +9.7% | +9.3% |
| 3M | +25.1% | +11.4% | +13.7% | +22.4% |
| 6M | -2.9% | +88.7% | -91.6% | -13.7% |
| YTD | +14.7% | +78.9% | -64.2% | +2.9% |
| 1Y | +47.4% | +58.8% | -11.4% | +34.8% |
| 3Y | +259.7% | +153.5% | +106.1% | +188.8% |
| 5Y | +227.7% | +136.7% | +90.9% | +153.1% |
| All | +227.7% | +135.7% | +92.0% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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