+281.7%
GDXJ vs TXT
+4.6%
+277.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | +4.6% | -10.2% | +14.9% | +8.3% |
| 3M | +31.3% | -13.3% | +44.5% | +37.5% |
| 6M | -10.7% | -14.4% | +3.7% | -6.1% |
| YTD | +9.1% | -9.1% | +18.2% | +12.6% |
| 1Y | +44.1% | -2.2% | +46.3% | +46.2% |
| All | +281.7% | +4.6% | +277.1% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling