+285.7%
GDXJ vs NTRS
+168.2%
+117.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | +5.0% | -0.7% | +5.6% | +5.1% |
| 3M | +24.1% | +11.3% | +12.7% | +20.2% |
| 6M | -7.4% | +35.5% | -42.9% | -15.2% |
| YTD | +10.2% | +40.6% | -30.4% | +0.1% |
| 1Y | +42.5% | +49.2% | -6.7% | +27.6% |
| 3Y | +285.7% | +167.2% | +118.5% | +179.5% |
| All | +285.7% | +168.2% | +117.6% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling