+77.5%
GDXJ vs NTAP
+772.2%
-694.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +4.3% | +3.3% | +1.0% | +3.6% |
| 30D | +8.4% | -0.2% | +8.6% | +8.2% |
| 3M | +25.5% | +11.4% | +14.1% | +22.4% |
| 6M | -6.3% | +88.7% | -95.0% | -18.3% |
| YTD | +12.1% | +78.9% | -66.8% | -1.4% |
| 1Y | +51.1% | +58.8% | -7.8% | +35.9% |
| 3Y | +296.1% | +153.5% | +142.5% | +217.6% |
| 5Y | +228.1% | +136.7% | +91.4% | +163.2% |
| 10Y | +211.8% | +590.2% | -378.4% | +85.0% |
| All | +77.5% | +772.2% | -694.7% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling