+215.1%
GDXJ vs TFC
+98.7%
+116.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.6% |
| 30D | +5.0% | -3.4% | +8.3% | +5.3% |
| 3M | +24.1% | +0.4% | +23.6% | +23.9% |
| 6M | -7.4% | +12.7% | -20.0% | -8.5% |
| YTD | +10.2% | +5.6% | +4.6% | +9.5% |
| 1Y | +42.5% | +16.0% | +26.5% | +40.4% |
| 3Y | +285.7% | +94.0% | +191.7% | +261.2% |
| 5Y | +231.9% | +16.2% | +215.7% | +219.9% |
| All | +215.1% | +98.7% | +116.4% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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