+40.2%
GDX vs NTRA
+92.9%
-52.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.8% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | +4.1% | +2.6% | +5.6% |
| 3M | +24.9% | +50.0% | -25.1% | +11.0% |
| 6M | -4.2% | +67.3% | -71.5% | -18.7% |
| YTD | +13.2% | +43.6% | -30.4% | -0.9% |
| 1Y | +40.2% | +89.2% | -49.0% | +8.4% |
| All | +40.2% | +92.9% | -52.7% | +8.4% |
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