-10.7%
GDXJ vs TGT
+32.6%
-43.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.9% |
| 7D | -6.2% | -5.0% | -1.2% | -5.9% |
| 30D | +4.6% | +3.0% | +1.6% | +4.4% |
| 3M | +31.3% | +22.6% | +8.7% | +30.4% |
| 6M | -10.7% | +31.2% | -41.9% | -15.7% |
| All | -10.7% | +32.6% | -43.3% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling