+215.1%
GDXJ vs TRGP
+863.3%
-648.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +5.0% | +8.0% | -3.1% | +3.5% |
| 3M | +24.1% | +8.3% | +15.8% | +21.8% |
| 6M | -7.4% | +23.9% | -31.3% | -11.5% |
| YTD | +10.2% | +59.6% | -49.4% | +0.7% |
| 1Y | +42.5% | +79.4% | -36.9% | +27.3% |
| 3Y | +285.7% | +269.4% | +16.3% | +200.4% |
| 5Y | +231.9% | +641.6% | -409.8% | +132.4% |
| All | +215.1% | +863.3% | -648.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling