+225.1%
GDXJ vs TPG
+74.1%
+151.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.7% |
| 7D | -2.8% | -9.4% | +6.6% | -0.5% |
| 30D | +5.0% | -5.3% | +10.2% | +6.1% |
| 3M | +24.1% | +12.9% | +11.2% | +20.2% |
| 6M | -7.4% | +20.1% | -27.4% | -11.6% |
| YTD | +10.2% | -22.5% | +32.7% | +15.3% |
| 1Y | +42.5% | -19.7% | +62.2% | +47.5% |
| 3Y | +285.7% | +81.2% | +204.5% | +212.4% |
| All | +225.1% | +74.1% | +151.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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