+24.8%
GDX vs NTRA
+99.0%
-74.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.6% | +8.4% | +8.8% |
| 7D | +0.8% | -7.9% | +8.6% | +3.0% |
| 30D | -3.2% | -8.1% | +4.9% | -1.1% |
| 3M | +8.6% | +42.1% | -33.5% | -2.5% |
| 6M | -1.2% | +84.8% | -86.1% | -17.9% |
| YTD | -1.4% | +70.7% | -72.1% | -18.7% |
| 1Y | +24.8% | +99.0% | -74.3% | -4.5% |
| All | +24.8% | +99.0% | -74.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling