+236.3%
GDXJ vs TFC
+14.8%
+221.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.1% |
| 30D | +8.8% | -2.3% | +11.2% | +9.1% |
| 3M | +29.8% | +2.5% | +27.4% | +29.1% |
| 6M | -5.8% | +9.5% | -15.3% | -7.3% |
| YTD | +13.6% | +5.1% | +8.5% | +12.3% |
| 1Y | +54.5% | +15.5% | +39.0% | +50.6% |
| 3Y | +301.4% | +95.2% | +206.2% | +255.0% |
| 5Y | +236.3% | +14.5% | +221.9% | +214.3% |
| All | +236.3% | +14.8% | +221.6% | +214.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling