+215.1%
GDXJ vs NTRA
+3,199.2%
-2,984.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | +5.0% | +4.1% | +0.8% | +4.5% |
| 3M | +24.1% | +50.0% | -26.0% | +18.3% |
| 6M | -7.4% | +67.3% | -74.7% | -12.9% |
| YTD | +10.2% | +43.6% | -33.4% | +5.2% |
| 1Y | +42.5% | +89.2% | -46.7% | +32.1% |
| 3Y | +285.7% | +502.5% | -216.8% | +213.7% |
| 5Y | +231.9% | +173.8% | +58.1% | +174.6% |
| All | +215.1% | +3,199.2% | -2,984.1% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling