+59.7%
GDXJ vs TXG
+372.5%
-312.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | +17.9% | +32.0% | -14.1% | +8.3% |
| 3M | +15.3% | +87.0% | -71.7% | -4.4% |
| 6M | -9.4% | +180.1% | -189.5% | -33.4% |
| YTD | +13.4% | +284.1% | -270.7% | -22.8% |
| 1Y | +59.7% | +361.7% | -302.0% | +2.1% |
| All | +59.7% | +372.5% | -312.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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