+79.5%
GDXJ vs TPR
+434.6%
-355.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | +17.9% | -23.0% | +40.8% | +22.5% |
| 3M | +15.3% | -12.5% | +27.8% | +17.4% |
| 6M | -9.4% | -21.4% | +12.0% | -6.3% |
| YTD | +13.4% | -3.5% | +16.9% | +13.6% |
| 1Y | +59.7% | +17.4% | +42.3% | +55.1% |
| 3Y | +283.6% | +291.3% | -7.7% | +204.8% |
| 5Y | +217.6% | +241.9% | -24.3% | +151.8% |
| 10Y | +225.7% | +322.7% | -97.0% | +129.0% |
| All | +79.5% | +434.6% | -355.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling