+72.7%
GDXJ vs TDG
+6,356.4%
-6,283.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.2% | -2.7% | -3.5% | -5.7% |
| 30D | +4.6% | -9.3% | +13.9% | +6.8% |
| 3M | +31.3% | -7.1% | +38.3% | +33.1% |
| 6M | -10.7% | -11.2% | +0.5% | -8.5% |
| YTD | +9.1% | -15.3% | +24.3% | +12.5% |
| 1Y | +44.1% | -12.5% | +56.6% | +47.3% |
| 3Y | +285.4% | +51.2% | +234.2% | +242.9% |
| 5Y | +228.4% | +126.1% | +102.3% | +165.4% |
| 10Y | +226.5% | +536.2% | -309.7% | +96.3% |
| All | +72.7% | +6,356.4% | -6,283.8% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling