+215.1%
GDXJ vs TROW
+130.0%
+85.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | -2.8% | -3.2% | +0.4% | -2.0% |
| 30D | +5.0% | -4.6% | +9.6% | +6.4% |
| 3M | +24.1% | -0.7% | +24.7% | +24.4% |
| 6M | -7.4% | +22.2% | -29.6% | -11.9% |
| YTD | +10.2% | +6.6% | +3.6% | +8.3% |
| 1Y | +42.5% | +5.8% | +36.7% | +40.2% |
| 3Y | +285.7% | +11.6% | +274.1% | +269.0% |
| 5Y | +231.9% | -38.9% | +270.8% | +250.7% |
| All | +215.1% | +130.0% | +85.1% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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