+79.5%
GDXJ vs TFC
+269.9%
-190.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | +17.9% | -1.3% | +19.2% | +18.0% |
| 3M | +15.3% | +6.1% | +9.2% | +14.3% |
| 6M | -9.4% | +7.3% | -16.8% | -10.4% |
| YTD | +13.4% | +8.2% | +5.2% | +12.0% |
| 1Y | +59.7% | +14.4% | +45.2% | +56.5% |
| 3Y | +283.6% | +93.7% | +189.9% | +248.5% |
| 5Y | +217.6% | +16.4% | +201.2% | +203.1% |
| 10Y | +225.7% | +101.6% | +124.1% | +169.8% |
| All | +79.5% | +269.9% | -190.3% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling