+301.1%
GDXJ vs TMF
-41.6%
+342.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | +17.9% | -2.8% | +20.7% | +18.4% |
| 3M | +15.3% | -10.9% | +26.2% | +17.4% |
| 6M | -9.4% | -21.3% | +11.9% | -6.4% |
| YTD | +13.4% | -15.9% | +29.3% | +16.2% |
| 1Y | +59.7% | -15.7% | +75.4% | +63.2% |
| All | +301.1% | -41.6% | +342.7% | +323.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling