+42.5%
GDXJ vs NRG
-28.9%
+71.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | -2.8% | -4.7% | +1.9% | -1.1% |
| 30D | +5.0% | -6.0% | +10.9% | +7.0% |
| 3M | +24.1% | -8.0% | +32.0% | +24.7% |
| 6M | -7.4% | -23.2% | +15.8% | -0.9% |
| YTD | +10.2% | -28.1% | +38.3% | +21.0% |
| 1Y | +42.5% | -27.3% | +69.8% | +54.7% |
| All | +42.5% | -28.9% | +71.4% | +54.7% |
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