+215.1%
GDXJ vs TEVA
-22.9%
+238.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.8% |
| 7D | -2.8% | +2.0% | -4.8% | -3.1% |
| 30D | +5.0% | +1.0% | +4.0% | +4.9% |
| 3M | +24.1% | +7.3% | +16.7% | +22.8% |
| 6M | -7.4% | +21.7% | -29.1% | -9.9% |
| YTD | +10.2% | +18.8% | -8.6% | +7.5% |
| 1Y | +42.5% | +86.5% | -43.9% | +31.4% |
| 3Y | +285.7% | +269.4% | +16.3% | +220.8% |
| 5Y | +231.9% | +303.6% | -71.7% | +169.0% |
| All | +215.1% | -22.9% | +238.0% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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