+224.1%
GDX vs TJX
+95.5%
+128.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.2% | -4.6% | +2.4% | -1.5% |
| 30D | +6.8% | -17.2% | +23.9% | +9.9% |
| 3M | +24.9% | -24.9% | +49.8% | +30.8% |
| 6M | -4.2% | -19.7% | +15.5% | -1.1% |
| YTD | +13.2% | -17.2% | +30.4% | +16.0% |
| 1Y | +40.2% | -9.4% | +49.6% | +40.8% |
| 3Y | +249.6% | +43.1% | +206.5% | +218.2% |
| All | +224.1% | +95.5% | +128.6% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling