+72.7%
GDXJ vs TNA
+646.7%
-574.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.4% |
| 7D | -6.2% | -7.6% | +1.4% | -4.8% |
| 30D | +4.6% | -13.6% | +18.3% | +7.7% |
| 3M | +31.3% | +2.8% | +28.4% | +30.6% |
| 6M | -10.7% | +34.5% | -45.2% | -15.5% |
| YTD | +9.1% | +41.0% | -32.0% | +2.3% |
| 1Y | +44.1% | +52.0% | -7.9% | +32.8% |
| 3Y | +285.4% | +103.5% | +181.9% | +215.2% |
| 5Y | +228.4% | -22.5% | +250.9% | +196.4% |
| 10Y | +226.5% | +81.9% | +144.7% | +101.1% |
| All | +72.7% | +646.7% | -574.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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