+271.2%
GDXJ vs NWSA
+122.3%
+148.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.9% | -3.1% | +4.0% | +1.7% |
| 30D | +8.8% | +4.3% | +4.5% | +7.7% |
| 3M | +29.8% | +9.2% | +20.6% | +26.7% |
| 6M | -5.8% | +21.6% | -27.4% | -10.7% |
| YTD | +13.6% | +14.2% | -0.6% | +9.0% |
| 1Y | +54.5% | +1.8% | +52.7% | +52.4% |
| 3Y | +301.4% | +44.4% | +256.9% | +260.2% |
| 5Y | +236.3% | +41.0% | +195.4% | +197.0% |
| 10Y | +240.1% | +150.0% | +90.1% | +155.8% |
| All | +271.2% | +122.3% | +148.8% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling