+228.1%
GDXJ vs TPR
+230.0%
-1.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.4% |
| 7D | +4.3% | -3.4% | +7.7% | +5.0% |
| 30D | +8.4% | -27.3% | +35.7% | +15.5% |
| 3M | +25.5% | -16.2% | +41.8% | +29.7% |
| 6M | -6.3% | -17.9% | +11.6% | -2.9% |
| YTD | +12.1% | -7.1% | +19.2% | +13.5% |
| 1Y | +51.1% | +13.6% | +37.4% | +47.1% |
| 3Y | +296.1% | +293.7% | +2.3% | +191.5% |
| 5Y | +228.1% | +239.1% | -11.0% | +138.5% |
| All | +228.1% | +230.0% | -1.9% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling