+79.8%
GDXJ vs TD
+606.6%
-526.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +2.0% |
| 7D | +0.9% | -1.9% | +2.9% | +2.0% |
| 30D | +8.8% | -1.6% | +10.4% | +9.7% |
| 3M | +29.8% | +4.6% | +25.2% | +26.6% |
| 6M | -5.8% | +26.8% | -32.6% | -16.8% |
| YTD | +13.6% | +28.3% | -14.7% | -0.1% |
| 1Y | +54.5% | +60.4% | -6.0% | +21.0% |
| 3Y | +301.4% | +125.7% | +175.7% | +162.1% |
| 5Y | +236.3% | +122.4% | +114.0% | +120.1% |
| 10Y | +240.1% | +297.1% | -57.0% | +53.4% |
| All | +79.8% | +606.6% | -526.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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