+158.4%
GDX vs NTAP
+639.0%
-480.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | -6.8% | +7.2% | -14.0% | -8.0% |
| 30D | -2.1% | -18.4% | +16.3% | +1.2% |
| 3M | -7.5% | -11.3% | +3.8% | -6.1% |
| 6M | -15.2% | +53.8% | -68.9% | -22.9% |
| YTD | -4.8% | +72.0% | -76.8% | -15.6% |
| 1Y | +6.7% | +68.0% | -61.3% | -5.0% |
| 3Y | +212.7% | +149.5% | +63.3% | +152.1% |
| 5Y | +151.7% | +125.6% | +26.1% | +104.2% |
| 10Y | +330.3% | +583.1% | -252.8% | +151.7% |
| All | +158.4% | +639.0% | -480.6% | +12.6% |
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 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