+223.9%
NXPI vs GDXJ
+237.3%
-13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.3% |
| 7D | +3.9% | -2.8% | +6.7% | +4.4% |
| 30D | +1.4% | +5.0% | -3.6% | +0.1% |
| 3M | -21.5% | +24.1% | -45.6% | -25.2% |
| 6M | +19.4% | -7.4% | +26.8% | +19.7% |
| YTD | +9.9% | +10.2% | -0.3% | +6.0% |
| 1Y | +7.9% | +42.5% | -34.6% | -1.6% |
| 3Y | +22.7% | +285.7% | -263.0% | -9.7% |
| 5Y | +22.1% | +231.9% | -209.8% | -9.8% |
| All | +223.9% | +237.3% | -13.4% | +137.4% |
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