+221.5%
GDXJ vs TAP
-22.2%
+243.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -0.7% |
| 7D | -8.1% | +1.3% | -9.4% | -8.1% |
| 30D | -5.5% | +5.7% | -11.2% | -5.5% |
| 3M | -14.6% | -1.9% | -12.6% | -14.4% |
| 6M | -23.2% | +0.9% | -24.1% | -23.1% |
| YTD | -13.0% | -9.5% | -3.5% | -12.4% |
| 1Y | +2.8% | -9.0% | +11.7% | +3.4% |
| 3Y | +221.5% | -22.2% | +243.7% | +226.0% |
| All | +221.5% | -22.2% | +243.6% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling