+79.5%
GDXJ vs TT
+2,526.3%
-2,446.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +17.9% | -7.2% | +25.0% | +20.8% |
| 3M | +15.3% | -3.0% | +18.3% | +16.4% |
| 6M | -9.4% | +1.4% | -10.8% | -9.8% |
| YTD | +13.4% | +15.9% | -2.5% | +8.1% |
| 1Y | +59.7% | +9.4% | +50.2% | +54.9% |
| 3Y | +283.6% | +124.4% | +159.2% | +187.0% |
| 5Y | +217.6% | +138.0% | +79.6% | +128.8% |
| 10Y | +225.7% | +886.4% | -660.7% | +34.5% |
| All | +79.5% | +2,526.3% | -2,446.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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