+215.1%
GDXJ vs NLY
+81.8%
+133.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -2.8% | -4.0% | +1.2% | -1.1% |
| 30D | +5.0% | -5.2% | +10.2% | +7.4% |
| 3M | +24.1% | +2.8% | +21.2% | +22.9% |
| 6M | -7.4% | +4.2% | -11.6% | -8.5% |
| YTD | +10.2% | +4.7% | +5.6% | +8.8% |
| 1Y | +42.5% | +12.7% | +29.8% | +36.5% |
| 3Y | +285.7% | +62.5% | +223.2% | +217.4% |
| 5Y | +231.9% | +26.3% | +205.5% | +195.7% |
| All | +215.1% | +81.8% | +133.3% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling