+32.2%
NOK vs GDXJ
+76.0%
-43.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +9.3% | +0.9% | +8.4% | +9.1% |
| 30D | +17.9% | +8.8% | +9.0% | +16.1% |
| 3M | -22.3% | +29.8% | -52.2% | -25.6% |
| 6M | +36.4% | -5.8% | +42.2% | +36.3% |
| YTD | +66.3% | +13.6% | +52.7% | +60.9% |
| 1Y | +134.4% | +54.5% | +80.0% | +115.8% |
| 3Y | +186.6% | +301.4% | -114.8% | +125.5% |
| 5Y | +102.7% | +236.3% | -133.7% | +60.7% |
| 10Y | +129.8% | +240.1% | -110.3% | +71.8% |
| All | +32.2% | +76.0% | -43.8% | +10.8% |
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