+42.5%
GDXJ vs NTR
+39.1%
+3.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | +5.0% | +16.8% | -11.8% | +1.6% |
| 3M | +24.1% | +20.7% | +3.3% | +18.6% |
| 6M | -7.4% | +0.5% | -7.9% | -7.3% |
| YTD | +10.2% | +29.2% | -19.0% | +2.0% |
| 1Y | +42.5% | +39.6% | +2.9% | +30.2% |
| All | +42.5% | +39.1% | +3.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling