+21.8%
GDXJ vs TMF
-23.9%
+45.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.2% | +8.6% |
| 7D | -0.2% | +4.0% | -4.1% | -1.7% |
| 30D | -7.6% | +19.5% | -27.0% | -14.8% |
| 3M | +2.3% | -3.5% | +5.8% | +3.8% |
| 6M | -7.8% | -10.6% | +2.8% | -4.1% |
| YTD | -8.4% | -17.1% | +8.7% | -2.5% |
| 1Y | +21.8% | -24.3% | +46.0% | +32.0% |
| All | +21.8% | -23.9% | +45.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling