+336.8%
GDXJ vs TW
+206.7%
+130.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.8% | -4.5% | +1.7% | -1.6% |
| 30D | +5.0% | -2.3% | +7.2% | +5.5% |
| 3M | +24.1% | +2.6% | +21.5% | +22.0% |
| 6M | -7.4% | -17.5% | +10.2% | -3.1% |
| YTD | +10.2% | -5.3% | +15.5% | +9.3% |
| 1Y | +42.5% | -14.8% | +57.3% | +46.4% |
| 3Y | +285.7% | +18.8% | +266.9% | +246.6% |
| 5Y | +231.9% | +20.7% | +211.1% | +187.3% |
| All | +336.8% | +206.7% | +130.1% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling