+214.2%
GDX vs NTAP
+654.5%
-440.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | -0.5% | +19.2% | +18.5% |
| 3M | +14.9% | +4.1% | +10.8% | +13.7% |
| 6M | -6.3% | +88.0% | -94.2% | -17.7% |
| YTD | +15.7% | +75.6% | -59.8% | +2.8% |
| 1Y | +54.8% | +58.9% | -4.1% | +39.9% |
| 3Y | +253.4% | +153.6% | +99.9% | +185.5% |
| 5Y | +219.7% | +127.6% | +92.0% | +160.2% |
| 10Y | +300.2% | +580.4% | -280.2% | +135.8% |
| All | +214.2% | +654.5% | -440.3% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling