+158.1%
GDXJ vs TYL
-21.3%
+179.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.2% |
| 7D | +13.4% | +6.7% | +6.8% | +12.2% |
| 30D | -1.3% | +26.5% | -27.8% | -5.7% |
| 3M | -1.5% | +37.3% | -38.8% | -7.7% |
| 6M | -12.2% | +31.2% | -43.4% | -17.7% |
| YTD | -5.3% | -7.4% | +2.0% | -3.5% |
| 1Y | +22.0% | -9.6% | +31.6% | +24.9% |
| 3Y | +224.9% | +1.9% | +223.0% | +212.4% |
| All | +158.1% | -21.3% | +179.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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