+215.1%
GDXJ vs NTRS
+259.9%
-44.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | +5.0% | -0.7% | +5.6% | +5.0% |
| 3M | +24.1% | +11.3% | +12.7% | +22.0% |
| 6M | -7.4% | +35.5% | -42.9% | -11.6% |
| YTD | +10.2% | +40.6% | -30.4% | +4.7% |
| 1Y | +42.5% | +49.2% | -6.7% | +34.3% |
| 3Y | +285.7% | +167.2% | +118.5% | +233.5% |
| 5Y | +231.9% | +94.9% | +136.9% | +192.1% |
| All | +215.1% | +259.9% | -44.8% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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