+281.7%
GDXJ vs NWSA
+43.0%
+238.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -6.2% | -4.8% | -1.5% | -5.1% |
| 30D | +4.6% | +3.0% | +1.7% | +4.0% |
| 3M | +31.3% | +9.3% | +22.0% | +27.9% |
| 6M | -10.7% | +23.2% | -33.9% | -16.1% |
| YTD | +9.1% | +13.3% | -4.3% | +4.4% |
| 1Y | +44.1% | +2.9% | +41.2% | +42.3% |
| All | +281.7% | +43.0% | +238.7% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling