+344.3%
GDXJ vs TW
+211.4%
+132.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.3% |
| 7D | +4.3% | -3.5% | +7.8% | +5.3% |
| 30D | +8.4% | +0.5% | +7.9% | +8.1% |
| 3M | +25.5% | +4.9% | +20.6% | +22.6% |
| 6M | -6.3% | -17.1% | +10.8% | -2.1% |
| YTD | +12.1% | -3.9% | +15.9% | +10.7% |
| 1Y | +51.1% | -13.3% | +64.3% | +54.4% |
| 3Y | +296.1% | +20.9% | +275.2% | +254.1% |
| 5Y | +228.1% | +20.5% | +207.6% | +184.8% |
| All | +344.3% | +211.4% | +132.8% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling