+220.4%
GDXJ vs NTR
+45.7%
+174.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -2.8% | -1.3% | -1.5% | -2.4% |
| 30D | +5.0% | +16.8% | -11.8% | -0.7% |
| 3M | +24.1% | +20.7% | +3.3% | +15.5% |
| 6M | -7.4% | +0.5% | -7.9% | -8.6% |
| YTD | +10.2% | +29.2% | -19.0% | -1.1% |
| 1Y | +42.5% | +39.6% | +2.9% | +23.7% |
| 3Y | +285.7% | +37.9% | +247.8% | +229.9% |
| All | +220.4% | +45.7% | +174.7% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling