+236.3%
GDXJ vs TXT
+13.4%
+222.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | +8.8% | -10.4% | +19.3% | +12.9% |
| 3M | +29.8% | -14.3% | +44.2% | +36.9% |
| 6M | -5.8% | -15.1% | +9.3% | -0.4% |
| YTD | +13.6% | -8.3% | +21.9% | +16.8% |
| 1Y | +54.5% | -0.7% | +55.2% | +54.9% |
| 3Y | +301.4% | +6.0% | +295.4% | +283.3% |
| 5Y | +236.3% | +12.5% | +223.8% | +205.4% |
| All | +236.3% | +13.4% | +222.9% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling