+339.7%
GDX vs NTR
+98.7%
+241.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.9% |
| 7D | -5.4% | -2.5% | -2.9% | -4.9% |
| 30D | +6.6% | +17.0% | -10.5% | +3.1% |
| 3M | +30.1% | +22.2% | +7.9% | +24.4% |
| 6M | -7.1% | +5.2% | -12.3% | -8.8% |
| YTD | +12.0% | +29.7% | -17.7% | +5.2% |
| 1Y | +41.2% | +39.4% | +1.8% | +30.5% |
| 3Y | +251.0% | +38.2% | +212.8% | +221.1% |
| 5Y | +226.7% | +47.6% | +179.1% | +202.3% |
| All | +339.7% | +98.7% | +241.1% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling