+240.1%
GDXJ vs TMF
-86.2%
+326.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +8.8% | -1.0% | +9.8% | +9.0% |
| 3M | +29.8% | -11.3% | +41.1% | +32.7% |
| 6M | -5.8% | -22.7% | +16.9% | -1.3% |
| YTD | +13.6% | -17.3% | +30.9% | +17.5% |
| 1Y | +54.5% | -22.5% | +77.0% | +61.2% |
| 3Y | +301.4% | -43.2% | +344.6% | +329.4% |
| 5Y | +236.3% | -88.3% | +324.7% | +359.9% |
| 10Y | +240.1% | -86.0% | +326.1% | +282.9% |
| All | +240.1% | -86.2% | +326.3% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling