+77.5%
GDXJ vs NOC
+1,398.5%
-1,321.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +4.3% | -2.7% | +7.0% | +5.0% |
| 30D | +8.4% | -8.9% | +17.3% | +10.8% |
| 3M | +25.5% | -3.7% | +29.2% | +26.3% |
| 6M | -6.3% | -30.8% | +24.5% | +2.3% |
| YTD | +12.1% | -7.9% | +20.0% | +13.8% |
| 1Y | +51.1% | -9.4% | +60.5% | +53.8% |
| 3Y | +296.1% | +29.0% | +267.1% | +266.1% |
| 5Y | +228.1% | +56.1% | +172.1% | +185.8% |
| 10Y | +211.8% | +186.3% | +25.5% | +116.9% |
| All | +77.5% | +1,398.5% | -1,321.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling