+220.4%
GDXJ vs TGT
-25.8%
+246.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -5.2% | +2.4% | -2.0% |
| 30D | +5.0% | +1.2% | +3.8% | +4.7% |
| 3M | +24.1% | +18.4% | +5.7% | +20.7% |
| 6M | -7.4% | +33.4% | -40.8% | -11.7% |
| YTD | +10.2% | +63.8% | -53.6% | +1.3% |
| 1Y | +42.5% | +77.2% | -34.6% | +29.0% |
| 3Y | +285.7% | +41.8% | +243.9% | +255.1% |
| All | +220.4% | -25.8% | +246.2% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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