+533.4%
GDX vs NTRA
+1,700.8%
-1,167.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | +9.5% | +0.6% | +8.8% | +9.5% |
| 3M | +25.1% | +51.8% | -26.8% | +20.8% |
| 6M | -2.9% | +63.6% | -66.5% | -7.0% |
| YTD | +14.7% | +41.5% | -26.8% | +11.1% |
| 1Y | +47.4% | +93.6% | -46.2% | +39.4% |
| 3Y | +259.7% | +498.0% | -238.4% | +211.6% |
| 5Y | +227.7% | +172.5% | +55.2% | +186.7% |
| 10Y | +289.0% | +2,960.8% | -2,671.9% | +216.3% |
| All | +533.4% | +1,700.8% | -1,167.4% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling