+79.5%
GDXJ vs TMF
-54.7%
+134.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +0.2% | -1.4% | +1.6% | +0.3% |
| 30D | +17.9% | -2.8% | +20.7% | +18.2% |
| 3M | +15.3% | -10.9% | +26.2% | +16.7% |
| 6M | -9.4% | -21.3% | +11.9% | -7.2% |
| YTD | +13.4% | -15.9% | +29.3% | +15.3% |
| 1Y | +59.7% | -15.7% | +75.4% | +62.1% |
| 3Y | +283.6% | -43.4% | +326.9% | +298.3% |
| 5Y | +217.6% | -87.8% | +305.4% | +263.5% |
| 10Y | +225.7% | -86.7% | +312.4% | +256.9% |
| All | +79.5% | -54.7% | +134.3% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling