+21.8%
GDXJ vs TXG
+406.9%
-385.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.2% | +8.6% |
| 7D | -0.2% | -19.3% | +19.1% | +5.9% |
| 30D | -7.6% | -30.9% | +23.3% | +1.7% |
| 3M | +2.3% | +41.1% | -38.8% | -11.2% |
| 6M | -7.8% | +211.9% | -219.7% | -37.6% |
| YTD | -8.4% | +314.0% | -322.4% | -42.0% |
| 1Y | +21.8% | +405.4% | -383.6% | -26.1% |
| All | +21.8% | +406.9% | -385.1% | -26.1% |
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