+245.7%
GDX vs NTRA
+502.5%
-256.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | +6.6% | +4.3% | +2.3% | +5.8% |
| 3M | +30.1% | +50.6% | -20.5% | +20.5% |
| 6M | -7.1% | +63.9% | -71.0% | -15.6% |
| YTD | +12.0% | +42.4% | -30.4% | +3.7% |
| 1Y | +41.2% | +92.1% | -50.9% | +25.1% |
| All | +245.7% | +502.5% | -256.8% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling