+231.9%
GDXJ vs THC
+244.9%
-13.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +4.3% | -2.6% | +6.9% | +4.7% |
| 30D | +8.4% | -1.2% | +9.6% | +8.6% |
| 3M | +25.5% | +58.9% | -33.4% | +14.9% |
| 6M | -6.3% | +9.3% | -15.7% | -8.6% |
| YTD | +12.1% | +30.4% | -18.3% | +5.6% |
| 1Y | +51.1% | +34.6% | +16.5% | +41.0% |
| 3Y | +296.1% | +246.7% | +49.4% | +200.5% |
| All | +231.9% | +244.9% | -13.0% | +139.0% |
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