+229.8%
GDXJ vs TYL
-25.2%
+255.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.7% |
| 7D | +0.2% | -3.7% | +3.9% | +0.9% |
| 30D | +17.9% | +18.7% | -0.9% | +13.8% |
| 3M | +15.3% | +18.1% | -2.8% | +10.7% |
| 6M | -9.4% | -1.1% | -8.3% | -9.7% |
| YTD | +13.4% | -19.8% | +33.2% | +18.9% |
| 1Y | +59.7% | -34.3% | +94.0% | +76.6% |
| 3Y | +283.6% | -8.2% | +291.8% | +274.3% |
| All | +229.8% | -25.2% | +255.0% | +218.1% |
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