+212.4%
NXPI vs GDXJ
+245.9%
-33.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +6.8% | -8.1% | +14.9% | +8.5% |
| 30D | +20.0% | -5.5% | +25.5% | +21.1% |
| 3M | +14.8% | -14.6% | +29.4% | +17.9% |
| 6M | -10.5% | -23.2% | +12.7% | -6.5% |
| YTD | +23.7% | -13.0% | +36.7% | +24.6% |
| 1Y | +34.1% | +2.8% | +31.3% | +30.3% |
| 3Y | +51.2% | +221.5% | -170.2% | +13.9% |
| 5Y | +33.4% | +123.4% | -89.9% | +4.7% |
| All | +212.4% | +245.9% | -33.5% | +135.1% |
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 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