+247.6%
GDXJ vs TE
-49.8%
+297.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +0.9% | +15.0% | -14.1% | -0.3% |
| 30D | +8.8% | -7.5% | +16.3% | +9.3% |
| 3M | +29.8% | -42.0% | +71.8% | +34.4% |
| 6M | -5.8% | -31.4% | +25.6% | -5.0% |
| YTD | +13.6% | -26.5% | +40.1% | +13.3% |
| 1Y | +54.5% | +153.1% | -98.6% | +38.3% |
| 3Y | +301.4% | -20.7% | +322.1% | +279.6% |
| 5Y | +236.3% | -45.4% | +281.8% | +223.5% |
| All | +247.6% | -49.8% | +297.4% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling