+59.7%
GDXJ vs TW
-15.9%
+75.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.3% |
| 7D | +0.2% | -2.3% | +2.5% | -0.4% |
| 30D | +17.9% | +3.9% | +13.9% | +19.1% |
| 3M | +15.3% | +5.7% | +9.6% | +17.3% |
| 6M | -9.4% | -14.5% | +5.1% | -10.6% |
| YTD | +13.4% | -0.9% | +14.3% | +15.7% |
| 1Y | +59.7% | -13.5% | +73.2% | +61.4% |
| All | +59.7% | -15.9% | +75.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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