+42.5%
GDXJ vs NOC
-9.0%
+51.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | +5.0% | -9.7% | +14.7% | +7.4% |
| 3M | +24.1% | -5.6% | +29.7% | +25.1% |
| 6M | -7.4% | -28.6% | +21.2% | -0.5% |
| YTD | +10.2% | -7.9% | +18.1% | +14.0% |
| 1Y | +42.5% | -9.5% | +52.1% | +42.6% |
| All | +42.5% | -9.0% | +51.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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