+74.5%
GDXJ vs NTRS
+466.9%
-392.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | +5.0% | -0.7% | +5.6% | +5.0% |
| 3M | +24.1% | +11.3% | +12.7% | +21.6% |
| 6M | -7.4% | +35.5% | -42.9% | -12.4% |
| YTD | +10.2% | +40.6% | -30.4% | +3.6% |
| 1Y | +42.5% | +49.2% | -6.7% | +32.5% |
| 3Y | +285.7% | +167.2% | +118.5% | +220.9% |
| 5Y | +231.9% | +94.9% | +136.9% | +185.8% |
| 10Y | +230.0% | +259.5% | -29.5% | +141.4% |
| All | +74.5% | +466.9% | -392.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling