+79.5%
GDXJ vs TXT
+291.4%
-211.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +0.2% | -4.8% | +5.0% | +1.5% |
| 30D | +17.9% | -10.6% | +28.5% | +21.2% |
| 3M | +15.3% | -13.2% | +28.5% | +19.6% |
| 6M | -9.4% | -20.3% | +10.9% | -3.9% |
| YTD | +13.4% | -9.3% | +22.7% | +16.1% |
| 1Y | +59.7% | -2.7% | +62.3% | +60.5% |
| 3Y | +283.6% | +1.4% | +282.2% | +276.5% |
| 5Y | +217.6% | +9.6% | +208.0% | +201.9% |
| 10Y | +225.7% | +94.9% | +130.8% | +145.0% |
| All | +79.5% | +291.4% | -211.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling