+54.8%
GDX vs NTRS
+47.2%
+7.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +18.6% | +1.7% | +16.9% | +17.6% |
| 3M | +14.9% | +8.9% | +6.0% | +10.6% |
| 6M | -6.3% | +30.6% | -36.8% | -16.8% |
| YTD | +15.7% | +38.7% | -23.0% | +0.5% |
| 1Y | +54.8% | +48.1% | +6.7% | +31.4% |
| All | +54.8% | +47.2% | +7.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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