-0.4%
TLT vs GDXJ
+292.0%
-292.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | -0.3% | +8.4% | -8.7% | -0.7% |
| 3M | -1.7% | +25.5% | -27.3% | -3.0% |
| 6M | -4.9% | -6.3% | +1.4% | -5.0% |
| YTD | -2.8% | +12.1% | -14.9% | -4.0% |
| 1Y | -4.2% | +51.1% | -55.3% | -7.4% |
| All | -0.4% | +292.0% | -292.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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