+79.8%
GDXJ vs TEL
+1,128.2%
-1,048.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | +8.8% | -4.1% | +12.9% | +10.4% |
| 3M | +29.8% | -2.6% | +32.4% | +30.9% |
| 6M | -5.8% | 0.0% | -5.8% | -5.9% |
| YTD | +13.6% | -9.1% | +22.7% | +17.0% |
| 1Y | +54.5% | -0.8% | +55.3% | +54.3% |
| 3Y | +301.4% | +67.4% | +234.0% | +224.5% |
| 5Y | +236.3% | +51.8% | +184.6% | +177.3% |
| 10Y | +240.1% | +299.4% | -59.3% | +87.0% |
| All | +79.8% | +1,128.2% | -1,048.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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