+79.5%
GDXJ vs TAP
+39.8%
+39.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +17.9% | -2.1% | +20.0% | +18.4% |
| 3M | +15.3% | +6.6% | +8.7% | +12.9% |
| 6M | -9.4% | -11.5% | +2.0% | -7.2% |
| YTD | +13.4% | -10.3% | +23.7% | +15.4% |
| 1Y | +59.7% | -14.4% | +74.0% | +63.8% |
| 3Y | +283.6% | -28.3% | +311.9% | +307.2% |
| 5Y | +217.6% | +1.7% | +215.9% | +201.2% |
| 10Y | +225.7% | -49.2% | +274.9% | +271.0% |
| All | +79.5% | +39.8% | +39.7% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling