+136.3%
GDXJ vs TMF
-88.3%
+224.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.3% | -3.4% | +3.6% | +0.9% |
| 30D | -7.4% | +11.5% | -19.0% | -9.3% |
| 3M | -11.9% | -4.5% | -7.4% | -11.2% |
| 6M | -19.3% | -15.0% | -4.3% | -17.0% |
| YTD | -8.1% | -19.9% | +11.7% | -4.8% |
| 1Y | +9.1% | -26.6% | +35.6% | +14.6% |
| 3Y | +236.2% | -29.8% | +266.0% | +246.7% |
| 5Y | +136.3% | -88.2% | +224.5% | +183.2% |
| All | +136.3% | -88.3% | +224.6% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling