+283.2%
GDXJ vs TXG
+24.6%
+258.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.9% |
| 7D | +0.9% | +9.1% | -8.2% | -0.5% |
| 30D | +8.8% | +14.9% | -6.1% | +6.5% |
| 3M | +29.8% | +120.0% | -90.1% | +14.4% |
| 6M | -5.8% | +221.8% | -227.6% | -22.0% |
| YTD | +13.6% | +312.6% | -299.0% | -9.2% |
| 1Y | +54.5% | +398.4% | -344.0% | +19.4% |
| 3Y | +301.4% | +42.1% | +259.3% | +253.6% |
| 5Y | +236.3% | -63.5% | +299.8% | +226.8% |
| All | +283.2% | +24.6% | +258.5% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling