+79.8%
GDXJ vs TRMB
+388.5%
-308.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | +8.8% | -1.8% | +10.6% | +9.2% |
| 3M | +29.8% | +8.4% | +21.4% | +27.1% |
| 6M | -5.8% | -18.5% | +12.7% | -1.9% |
| YTD | +13.6% | -26.7% | +40.3% | +20.8% |
| 1Y | +54.5% | -28.3% | +82.8% | +65.1% |
| 3Y | +301.4% | +12.6% | +288.8% | +278.9% |
| 5Y | +236.3% | -38.7% | +275.1% | +256.0% |
| 10Y | +240.1% | +120.8% | +119.3% | +162.0% |
| All | +79.8% | +388.5% | -308.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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