-5.8%
GDXJ vs TXG
+228.4%
-234.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.5% |
| 7D | +0.9% | +9.1% | -8.2% | -2.1% |
| 30D | +8.8% | +14.9% | -6.1% | +3.7% |
| 3M | +29.8% | +120.0% | -90.1% | +0.8% |
| 6M | -5.8% | +221.8% | -227.6% | -34.3% |
| All | -5.8% | +228.4% | -234.2% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling