+285.7%
GDXJ vs TRGP
+260.3%
+25.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.9% |
| 3M | +24.1% | +8.3% | +15.8% | +22.4% |
| 6M | -7.4% | +23.9% | -31.3% | -11.8% |
| YTD | +10.2% | +59.6% | -49.4% | -1.1% |
| 1Y | +42.5% | +79.4% | -36.9% | +24.3% |
| 3Y | +285.7% | +269.4% | +16.3% | +134.2% |
| All | +285.7% | +260.3% | +25.4% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling