+136.3%
GDXJ vs TPR
+238.0%
-101.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | +0.3% | +6.4% | -6.1% | -1.1% |
| 30D | -7.4% | +13.8% | -21.2% | -10.0% |
| 3M | -11.9% | -16.6% | +4.7% | -8.9% |
| 6M | -19.3% | +0.7% | -20.0% | -19.8% |
| YTD | -8.1% | +5.3% | -13.5% | -9.5% |
| 1Y | +9.1% | +32.4% | -23.3% | +2.9% |
| 3Y | +236.2% | +406.4% | -170.2% | +134.0% |
| 5Y | +136.3% | +227.9% | -91.6% | +66.4% |
| All | +136.3% | +238.0% | -101.7% | +66.4% |
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