+37.8%
GDXJ vs THC
+1,204.9%
-1,167.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -8.1% | +1.0% | -9.0% | -8.2% |
| 30D | -5.5% | +5.3% | -10.8% | -6.0% |
| 3M | -14.6% | +7.1% | -21.7% | -15.3% |
| 6M | -23.2% | +46.0% | -69.2% | -26.8% |
| YTD | -13.0% | +43.9% | -56.9% | -17.1% |
| 1Y | +2.8% | +45.4% | -42.7% | -2.3% |
| 3Y | +221.5% | +421.3% | -199.8% | +161.3% |
| 5Y | +123.4% | +261.5% | -138.1% | +84.6% |
| 10Y | +238.2% | +1,865.8% | -1,627.7% | +108.7% |
| All | +37.8% | +1,204.9% | -1,167.1% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling