+215.1%
GDXJ vs TXT
+107.7%
+107.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.3% |
| 30D | +5.0% | -8.9% | +13.8% | +7.0% |
| 3M | +24.1% | -13.6% | +37.6% | +28.0% |
| 6M | -7.4% | -13.1% | +5.7% | -4.4% |
| YTD | +10.2% | -7.0% | +17.2% | +11.9% |
| 1Y | +42.5% | -1.4% | +43.9% | +43.0% |
| 3Y | +285.7% | +7.0% | +278.8% | +276.5% |
| 5Y | +231.9% | +15.4% | +216.4% | +216.1% |
| All | +215.1% | +107.7% | +107.4% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling