+224.1%
GDXJ vs TEM
+53.2%
+170.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.8% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | +8.8% | +11.3% | -2.5% | +7.5% |
| 3M | +29.8% | +25.5% | +4.3% | +26.8% |
| 6M | -5.8% | +17.1% | -22.9% | -7.8% |
| YTD | +13.6% | +3.8% | +9.8% | +11.8% |
| 1Y | +54.5% | -24.4% | +78.8% | +54.1% |
| All | +224.1% | +53.2% | +170.9% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling