+296.0%
GDX vs NTRA
+3,199.2%
-2,903.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | +4.1% | +2.6% | +6.4% |
| 3M | +24.9% | +50.0% | -25.1% | +20.2% |
| 6M | -4.2% | +67.3% | -71.5% | -8.8% |
| YTD | +13.2% | +43.6% | -30.4% | +9.0% |
| 1Y | +40.2% | +89.2% | -49.0% | +31.9% |
| 3Y | +249.6% | +502.5% | -253.0% | +197.0% |
| 5Y | +230.4% | +173.8% | +56.6% | +184.2% |
| All | +296.0% | +3,199.2% | -2,903.2% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling