+40.2%
GDX vs NTRS
+51.4%
-11.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -2.2% | +1.4% | -3.5% | -2.7% |
| 30D | +6.8% | -0.7% | +7.4% | +6.9% |
| 3M | +24.9% | +11.3% | +13.6% | +19.0% |
| 6M | -4.2% | +35.5% | -39.7% | -16.9% |
| YTD | +13.2% | +40.6% | -27.4% | -3.1% |
| 1Y | +40.2% | +49.2% | -9.0% | +16.7% |
| All | +40.2% | +51.4% | -11.2% | +16.7% |
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