+244.8%
NEE vs GDXJ
+237.3%
+7.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | -3.3% | +5.0% | -8.3% | -4.2% |
| 3M | -2.3% | +24.1% | -26.3% | -5.8% |
| 6M | -8.9% | -7.4% | -1.5% | -8.9% |
| YTD | +4.8% | +10.2% | -5.5% | +1.2% |
| 1Y | +18.7% | +42.5% | -23.8% | +9.6% |
| 3Y | +33.2% | +285.7% | -252.5% | +3.3% |
| 5Y | +10.9% | +231.9% | -221.0% | -13.7% |
| All | +244.8% | +237.3% | +7.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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