+220.4%
GDXJ vs TKO
+291.2%
-70.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | +2.3% | -5.1% | -3.3% |
| 30D | +5.0% | -2.5% | +7.4% | +5.4% |
| 3M | +24.1% | -10.6% | +34.7% | +26.5% |
| 6M | -7.4% | -5.1% | -2.3% | -6.8% |
| YTD | +10.2% | -8.2% | +18.4% | +11.6% |
| 1Y | +42.5% | -4.4% | +47.0% | +43.0% |
| 3Y | +285.7% | +100.4% | +185.3% | +233.5% |
| All | +220.4% | +291.2% | -70.8% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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