+281.7%
GDXJ vs TE
-27.3%
+309.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -3.5% |
| 7D | -6.2% | +0.9% | -7.1% | -6.3% |
| 30D | +4.6% | -16.3% | +20.9% | +5.7% |
| 3M | +31.3% | -40.8% | +72.0% | +34.7% |
| 6M | -10.7% | -42.6% | +31.9% | -8.7% |
| YTD | +9.1% | -31.4% | +40.5% | +10.0% |
| 1Y | +44.1% | +144.9% | -100.8% | +36.5% |
| All | +281.7% | -27.3% | +309.0% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling