+228.4%
GDXJ vs NTAP
+122.8%
+105.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -6.2% | -1.0% | -5.3% | -6.0% |
| 30D | +4.6% | -7.5% | +12.1% | +6.1% |
| 3M | +31.3% | +14.6% | +16.6% | +26.6% |
| 6M | -10.7% | +91.0% | -101.7% | -24.0% |
| YTD | +9.1% | +73.7% | -64.6% | -5.2% |
| 1Y | +44.1% | +51.2% | -7.1% | +29.3% |
| 3Y | +285.4% | +146.1% | +139.3% | +190.2% |
| 5Y | +228.4% | +122.8% | +105.5% | +138.8% |
| All | +228.4% | +122.8% | +105.6% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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