+72.7%
GDXJ vs TROW
+261.5%
-188.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.2% | -3.0% | -3.2% | -5.3% |
| 30D | +4.6% | -5.5% | +10.1% | +6.5% |
| 3M | +31.3% | +2.3% | +29.0% | +30.5% |
| 6M | -10.7% | +23.9% | -34.6% | -16.1% |
| YTD | +9.1% | +7.9% | +1.2% | +6.5% |
| 1Y | +44.1% | +6.1% | +38.0% | +41.2% |
| 3Y | +285.4% | +13.8% | +271.6% | +264.0% |
| 5Y | +228.4% | -38.2% | +266.6% | +259.4% |
| 10Y | +226.5% | +131.3% | +95.3% | +124.7% |
| All | +72.7% | +261.5% | -188.8% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling