+228.4%
GDXJ vs TECH
-42.4%
+270.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.7% |
| 3M | +31.3% | +37.4% | -6.2% | +22.2% |
| 6M | -10.7% | +36.9% | -47.5% | -17.8% |
| YTD | +9.1% | +23.1% | -14.0% | +2.8% |
| 1Y | +44.1% | +42.2% | +1.9% | +30.8% |
| 3Y | +285.4% | +1.9% | +283.4% | +270.1% |
| 5Y | +228.4% | -42.9% | +271.3% | +246.6% |
| All | +228.4% | -42.4% | +270.8% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling