+211.8%
GDXJ vs TPR
+318.3%
-106.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.3% |
| 7D | -6.2% | -5.1% | -1.1% | -5.6% |
| 30D | +4.6% | -27.6% | +32.2% | +9.2% |
| 3M | +31.3% | -17.5% | +48.7% | +34.5% |
| 6M | -10.7% | -21.3% | +10.7% | -7.9% |
| YTD | +9.1% | -8.5% | +17.5% | +10.2% |
| 1Y | +44.1% | +11.5% | +32.7% | +41.8% |
| 3Y | +285.4% | +288.0% | -2.6% | +219.1% |
| 5Y | +228.4% | +225.2% | +3.2% | +172.7% |
| All | +211.8% | +318.3% | -106.5% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling