+42.5%
GDXJ vs TEM
-25.7%
+68.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -2.8% | -8.7% | +5.9% | -0.2% |
| 30D | +5.0% | +8.1% | -3.1% | +1.5% |
| 3M | +24.1% | +19.0% | +5.1% | +15.6% |
| 6M | -7.4% | +12.0% | -19.4% | -13.1% |
| YTD | +10.2% | -0.1% | +10.3% | +6.1% |
| 1Y | +42.5% | -33.5% | +76.1% | +51.2% |
| All | +42.5% | -25.7% | +68.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling