+72.7%
GDXJ vs TTWO
+1,757.5%
-1,684.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.7% | -4.6% |
| 7D | -6.2% | +1.3% | -7.5% | -6.5% |
| 30D | +4.6% | -13.4% | +18.0% | +7.8% |
| 3M | +31.3% | +3.1% | +28.2% | +29.9% |
| 6M | -10.7% | +3.8% | -14.4% | -12.0% |
| YTD | +9.1% | -15.3% | +24.3% | +12.4% |
| 1Y | +44.1% | -11.1% | +55.2% | +46.8% |
| 3Y | +285.4% | +52.0% | +233.4% | +248.6% |
| 5Y | +228.4% | +40.9% | +187.4% | +194.6% |
| 10Y | +226.5% | +407.6% | -181.1% | +119.6% |
| All | +72.7% | +1,757.5% | -1,684.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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