+59.7%
GDXJ vs NRG
-18.6%
+78.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -4.8% |
| 7D | +0.2% | +7.1% | -6.9% | -2.4% |
| 30D | +17.9% | -1.4% | +19.3% | +18.2% |
| 3M | +15.3% | -10.5% | +25.8% | +17.8% |
| 6M | -9.4% | -26.7% | +17.3% | -1.1% |
| YTD | +13.4% | -24.5% | +37.9% | +22.3% |
| 1Y | +59.7% | -18.6% | +78.2% | +69.9% |
| All | +59.7% | -18.6% | +78.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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