+140.4%
GDXJ vs THC
+264.0%
-123.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.1% |
| 7D | +11.8% | +8.8% | +2.9% | +10.1% |
| 30D | -7.1% | +10.0% | -17.1% | -8.8% |
| 3M | -10.5% | +11.7% | -22.2% | -12.4% |
| 6M | -15.5% | +52.5% | -68.0% | -22.4% |
| YTD | -6.6% | +46.1% | -52.6% | -14.0% |
| 1Y | +11.3% | +49.1% | -37.8% | +2.1% |
| 3Y | +242.0% | +439.6% | -197.7% | +136.5% |
| All | +140.4% | +264.0% | -123.6% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling