+960.5%
NEE vs GDXJ
+76.0%
+884.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | -1.7% | +8.8% | -10.5% | -2.7% |
| 3M | -1.8% | +29.8% | -31.7% | -5.0% |
| 6M | -8.8% | -5.8% | -3.0% | -9.1% |
| YTD | +5.2% | +13.6% | -8.4% | +2.3% |
| 1Y | +21.3% | +54.5% | -33.1% | +13.7% |
| 3Y | +35.2% | +301.4% | -266.2% | +12.8% |
| 5Y | +10.1% | +236.3% | -226.2% | -7.6% |
| 10Y | +253.2% | +240.1% | +13.1% | +185.8% |
| All | +960.5% | +76.0% | +884.5% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling