+292.0%
GDXJ vs NTR
+98.7%
+193.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.3% |
| 7D | -6.2% | -2.5% | -3.8% | -5.6% |
| 30D | +4.6% | +17.0% | -12.4% | +0.1% |
| 3M | +31.3% | +22.2% | +9.1% | +23.7% |
| 6M | -10.7% | +5.2% | -15.9% | -12.9% |
| YTD | +9.1% | +29.7% | -20.6% | +0.3% |
| 1Y | +44.1% | +39.4% | +4.7% | +29.5% |
| 3Y | +285.4% | +38.2% | +247.2% | +242.5% |
| 5Y | +228.4% | +47.6% | +180.8% | +190.6% |
| All | +292.0% | +98.7% | +193.3% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling