+72.7%
GDXJ vs TGT
+391.3%
-318.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.8% |
| 7D | -6.2% | -5.0% | -1.2% | -5.6% |
| 30D | +4.6% | +3.0% | +1.6% | +4.2% |
| 3M | +31.3% | +22.6% | +8.7% | +27.6% |
| 6M | -10.7% | +31.2% | -41.9% | -14.1% |
| YTD | +9.1% | +63.7% | -54.6% | +1.6% |
| 1Y | +44.1% | +78.5% | -34.4% | +32.4% |
| 3Y | +285.4% | +40.5% | +244.9% | +260.3% |
| 5Y | +228.4% | -25.6% | +254.0% | +228.3% |
| 10Y | +226.5% | +204.7% | +21.8% | +181.7% |
| All | +72.7% | +391.3% | -318.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling