+220.4%
GDXJ vs TDG
+126.1%
+94.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -2.8% | -1.9% | -0.9% | -2.2% |
| 30D | +5.0% | -7.7% | +12.7% | +7.5% |
| 3M | +24.1% | -9.3% | +33.4% | +27.5% |
| 6M | -7.4% | -9.4% | +2.0% | -4.8% |
| YTD | +10.2% | -14.3% | +24.5% | +14.4% |
| 1Y | +42.5% | -11.8% | +54.4% | +46.0% |
| 3Y | +285.7% | +52.0% | +233.7% | +201.2% |
| All | +220.4% | +126.1% | +94.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling