+214.8%
GDX vs TJX
+2,656.8%
-2,441.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.4% |
| 7D | +1.9% | -4.0% | +5.8% | +2.5% |
| 30D | +9.9% | -20.3% | +30.3% | +13.5% |
| 3M | +28.2% | -23.3% | +51.5% | +32.9% |
| 6M | -2.9% | -19.7% | +16.8% | 0.0% |
| YTD | +16.0% | -17.1% | +33.1% | +18.7% |
| 1Y | +49.9% | -8.8% | +58.7% | +51.0% |
| 3Y | +263.6% | +43.4% | +220.2% | +241.5% |
| 5Y | +233.6% | +95.2% | +138.4% | +197.5% |
| 10Y | +315.3% | +288.1% | +27.3% | +214.3% |
| All | +214.8% | +2,656.8% | -2,441.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling