+79.8%
GDXJ vs NSC
+812.5%
-732.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +0.9% | -2.0% | +3.0% | +1.5% |
| 30D | +8.8% | -3.2% | +12.0% | +9.9% |
| 3M | +29.8% | +3.9% | +25.9% | +28.2% |
| 6M | -5.8% | +7.8% | -13.6% | -8.2% |
| YTD | +13.6% | +13.4% | +0.2% | +8.9% |
| 1Y | +54.5% | +20.3% | +34.2% | +45.4% |
| 3Y | +301.4% | +76.1% | +225.3% | +229.9% |
| 5Y | +236.3% | +45.0% | +191.3% | +190.6% |
| 10Y | +240.1% | +335.7% | -95.6% | +92.7% |
| All | +79.8% | +812.5% | -732.7% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling