+214.8%
GDX vs NTRS
+436.8%
-222.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | +9.9% | -1.2% | +11.1% | +10.1% |
| 3M | +28.2% | +8.8% | +19.4% | +26.5% |
| 6M | -2.9% | +34.7% | -37.6% | -7.6% |
| YTD | +16.0% | +37.2% | -21.3% | +10.1% |
| 1Y | +49.9% | +46.3% | +3.5% | +40.8% |
| 3Y | +263.6% | +163.2% | +100.3% | +208.2% |
| 5Y | +233.6% | +86.9% | +146.6% | +193.6% |
| 10Y | +315.3% | +250.9% | +64.4% | +208.6% |
| All | +214.8% | +436.8% | -222.0% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling