+215.1%
GDXJ vs NWSA
+149.4%
+65.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | +5.0% | +3.0% | +1.9% | +4.2% |
| 3M | +24.1% | +12.3% | +11.8% | +20.0% |
| 6M | -7.4% | +21.9% | -29.2% | -12.5% |
| YTD | +10.2% | +13.6% | -3.3% | +5.7% |
| 1Y | +42.5% | +0.5% | +42.1% | +41.0% |
| 3Y | +285.7% | +43.8% | +242.0% | +243.4% |
| 5Y | +231.9% | +41.2% | +190.7% | +189.3% |
| All | +215.1% | +149.4% | +65.7% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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