+45.4%
GDXJ vs TPR
+483.6%
-438.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +0.3% | +6.4% | -6.1% | -0.8% |
| 30D | -7.4% | +13.8% | -21.2% | -9.4% |
| 3M | -11.9% | -16.6% | +4.7% | -9.6% |
| 6M | -19.3% | +0.7% | -20.0% | -19.7% |
| YTD | -8.1% | +5.3% | -13.5% | -9.3% |
| 1Y | +9.1% | +32.4% | -23.3% | +4.0% |
| 3Y | +236.2% | +406.4% | -170.2% | +156.9% |
| 5Y | +136.3% | +227.9% | -91.6% | +88.2% |
| 10Y | +256.9% | +371.7% | -114.8% | +146.2% |
| All | +45.4% | +483.6% | -438.2% | -26.5% |
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 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