+215.1%
GDXJ vs NRG
+1,083.9%
-868.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -1.9% |
| 30D | +5.0% | -6.0% | +10.9% | +6.2% |
| 3M | +24.1% | -8.0% | +32.0% | +25.3% |
| 6M | -7.4% | -23.2% | +15.8% | -3.2% |
| YTD | +10.2% | -28.1% | +38.3% | +16.4% |
| 1Y | +42.5% | -27.3% | +69.8% | +50.1% |
| 3Y | +285.7% | +208.7% | +77.1% | +193.1% |
| 5Y | +231.9% | +197.7% | +34.2% | +151.2% |
| All | +215.1% | +1,083.9% | -868.8% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling