+215.1%
GDXJ vs TAP
-49.9%
+265.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -2.8% | -3.9% | +1.1% | -2.0% |
| 30D | +5.0% | -5.3% | +10.2% | +6.0% |
| 3M | +24.1% | -3.8% | +27.8% | +24.6% |
| 6M | -7.4% | -11.4% | +4.0% | -5.5% |
| YTD | +10.2% | -13.7% | +24.0% | +12.7% |
| 1Y | +42.5% | -17.2% | +59.7% | +46.6% |
| 3Y | +285.7% | -33.1% | +318.8% | +312.1% |
| 5Y | +231.9% | +0.8% | +231.1% | +219.2% |
| All | +215.1% | -49.9% | +265.0% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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