+220.4%
GDXJ vs NRG
+194.8%
+25.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -1.8% |
| 30D | +5.0% | -6.0% | +10.9% | +6.3% |
| 3M | +24.1% | -8.0% | +32.0% | +25.3% |
| 6M | -7.4% | -23.2% | +15.8% | -2.9% |
| YTD | +10.2% | -28.1% | +38.3% | +16.9% |
| 1Y | +42.5% | -27.3% | +69.8% | +50.7% |
| 3Y | +285.7% | +208.7% | +77.1% | +173.0% |
| All | +220.4% | +194.8% | +25.6% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling