+215.1%
GDXJ vs TECH
+189.9%
+25.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | +24.1% | +33.7% | -9.6% | +17.0% |
| 6M | -7.4% | +34.9% | -42.3% | -13.6% |
| YTD | +10.2% | +23.2% | -12.9% | +4.6% |
| 1Y | +42.5% | +36.3% | +6.2% | +32.1% |
| 3Y | +285.7% | +2.3% | +283.4% | +270.4% |
| 5Y | +231.9% | -42.9% | +274.7% | +246.4% |
| All | +215.1% | +189.9% | +25.1% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling