+11.3%
NEE vs GDXJ
+229.9%
-218.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | -3.3% | +5.0% | -8.3% | -4.3% |
| 3M | -2.3% | +24.1% | -26.3% | -6.2% |
| 6M | -8.9% | -7.4% | -1.5% | -8.7% |
| YTD | +4.8% | +10.2% | -5.5% | +0.5% |
| 1Y | +18.7% | +42.5% | -23.8% | +7.2% |
| 3Y | +33.2% | +285.7% | -252.5% | -6.4% |
| All | +11.3% | +229.9% | -218.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling