+54.8%
GDX vs TJX
-4.4%
+59.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | -2.2% | +1.9% | -0.8% |
| 30D | +18.6% | -17.1% | +35.8% | +15.7% |
| 3M | +14.9% | -16.5% | +31.4% | +11.9% |
| 6M | -6.3% | -17.8% | +11.6% | -9.7% |
| YTD | +15.7% | -13.2% | +28.9% | +15.5% |
| 1Y | +54.8% | -5.2% | +60.0% | +53.6% |
| All | +54.8% | -4.4% | +59.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling