+59.7%
GDXJ vs TSN
-5.8%
+65.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +0.2% | -6.3% | +6.5% | +1.2% |
| 30D | +17.9% | -10.8% | +28.7% | +20.3% |
| 3M | +15.3% | -8.8% | +24.1% | +16.8% |
| 6M | -9.4% | -16.8% | +7.4% | -6.5% |
| YTD | +13.4% | -10.0% | +23.4% | +14.8% |
| 1Y | +59.7% | -5.3% | +64.9% | +52.1% |
| All | +59.7% | -5.8% | +65.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling