+220.4%
GDXJ vs NOC
+58.2%
+162.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | +24.1% | -5.6% | +29.7% | +25.5% |
| 6M | -7.4% | -28.6% | +21.2% | +0.7% |
| YTD | +10.2% | -7.9% | +18.1% | +11.9% |
| 1Y | +42.5% | -9.5% | +52.1% | +45.2% |
| 3Y | +285.7% | +28.4% | +257.3% | +256.3% |
| All | +220.4% | +58.2% | +162.2% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling