+285.7%
GDXJ vs NTR
+36.8%
+249.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -2.8% | -1.3% | -1.5% | -2.3% |
| 30D | +5.0% | +16.8% | -11.8% | -0.7% |
| 3M | +24.1% | +20.7% | +3.3% | +15.3% |
| 6M | -7.4% | +0.5% | -7.9% | -8.4% |
| YTD | +10.2% | +29.2% | -19.0% | -2.1% |
| 1Y | +42.5% | +39.6% | +2.9% | +21.9% |
| 3Y | +285.7% | +37.9% | +247.8% | +220.1% |
| All | +285.7% | +36.8% | +249.0% | +220.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling