+296.1%
GDXJ vs TPR
+292.6%
+3.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.3% |
| 7D | +4.3% | -3.4% | +7.7% | +5.1% |
| 30D | +8.4% | -27.3% | +35.7% | +16.2% |
| 3M | +25.5% | -16.2% | +41.8% | +30.2% |
| 6M | -6.3% | -17.9% | +11.6% | -2.6% |
| YTD | +12.1% | -7.1% | +19.2% | +14.1% |
| 1Y | +51.1% | +13.6% | +37.4% | +47.9% |
| 3Y | +296.1% | +293.7% | +2.3% | +152.8% |
| All | +296.1% | +292.6% | +3.4% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling