+220.4%
GDXJ vs TXG
-62.8%
+283.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | +0.5% |
| 7D | -2.8% | +9.5% | -12.3% | -4.3% |
| 30D | +5.0% | +18.8% | -13.8% | +2.0% |
| 3M | +24.1% | +136.1% | -112.0% | +7.6% |
| 6M | -7.4% | +235.2% | -242.6% | -24.2% |
| YTD | +10.2% | +320.5% | -310.3% | -12.7% |
| 1Y | +42.5% | +425.2% | -382.7% | +8.8% |
| 3Y | +285.7% | +42.9% | +242.8% | +239.9% |
| All | +220.4% | -62.8% | +283.2% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling