+215.1%
GDXJ vs NSC
+332.1%
-117.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | +5.0% | -4.5% | +9.5% | +6.1% |
| 3M | +24.1% | +3.5% | +20.5% | +22.8% |
| 6M | -7.4% | +8.5% | -15.9% | -9.5% |
| YTD | +10.2% | +12.3% | -2.1% | +6.7% |
| 1Y | +42.5% | +18.9% | +23.6% | +36.0% |
| 3Y | +285.7% | +74.1% | +211.6% | +228.1% |
| 5Y | +231.9% | +43.9% | +187.9% | +194.2% |
| All | +215.1% | +332.1% | -117.0% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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