+245.1%
GDXJ vs THC
+431.4%
-186.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.1% |
| 7D | +11.8% | +8.8% | +2.9% | +10.2% |
| 30D | -7.1% | +10.0% | -17.1% | -8.7% |
| 3M | -10.5% | +11.7% | -22.2% | -12.3% |
| 6M | -15.5% | +52.5% | -68.0% | -21.9% |
| YTD | -6.6% | +46.1% | -52.6% | -13.5% |
| 1Y | +11.3% | +49.1% | -37.8% | +2.8% |
| All | +245.1% | +431.4% | -186.3% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling