+74.5%
GDXJ vs TDY
+1,612.4%
-1,537.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | -2.8% | -1.1% | -1.7% | -2.4% |
| 30D | +5.0% | -12.0% | +17.0% | +10.0% |
| 3M | +24.1% | -3.2% | +27.3% | +25.4% |
| 6M | -7.4% | -7.9% | +0.5% | -4.2% |
| YTD | +10.2% | +18.2% | -8.0% | +4.3% |
| 1Y | +42.5% | +6.7% | +35.9% | +39.8% |
| 3Y | +285.7% | +47.5% | +238.2% | +234.2% |
| 5Y | +231.9% | +39.5% | +192.4% | +189.9% |
| 10Y | +230.0% | +477.2% | -247.2% | +69.1% |
| All | +74.5% | +1,612.4% | -1,537.9% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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