+21.8%
GDXJ vs NRG
-50.8%
+72.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -13.5% | +23.1% | +13.6% |
| 7D | -0.2% | -13.7% | +13.5% | +3.5% |
| 30D | -7.6% | -13.6% | +6.0% | -4.3% |
| 3M | +2.3% | -28.5% | +30.8% | +13.1% |
| 6M | -7.8% | -45.8% | +37.9% | +10.4% |
| YTD | -8.4% | -46.9% | +38.6% | +10.2% |
| 1Y | +21.8% | -49.7% | +71.5% | +50.8% |
| All | +21.8% | -50.8% | +72.6% | +50.8% |
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