+344.6%
GDX vs NTR
+97.9%
+246.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | +6.8% | +16.8% | -10.0% | +3.3% |
| 3M | +24.9% | +20.7% | +4.2% | +19.8% |
| 6M | -4.2% | +0.5% | -4.7% | -5.0% |
| YTD | +13.2% | +29.2% | -16.0% | +6.5% |
| 1Y | +40.2% | +39.6% | +0.6% | +29.5% |
| 3Y | +249.6% | +37.9% | +211.7% | +220.0% |
| 5Y | +230.4% | +47.1% | +183.3% | +205.9% |
| All | +344.6% | +97.9% | +246.7% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling