+152.3%
GDX vs NTAP
+125.9%
+26.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.2% |
| 7D | -4.6% | +9.9% | -14.4% | -5.9% |
| 30D | -6.2% | -22.1% | +16.0% | -2.7% |
| 3M | -10.0% | -7.7% | -2.3% | -9.4% |
| 6M | -15.8% | +60.9% | -76.7% | -23.2% |
| YTD | -4.6% | +76.4% | -81.0% | -14.7% |
| 1Y | +4.0% | +69.3% | -65.3% | -6.4% |
| 3Y | +211.1% | +154.6% | +56.5% | +146.7% |
| 5Y | +152.3% | +131.4% | +20.8% | +90.6% |
| All | +152.3% | +125.9% | +26.3% | +90.6% |
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