-34.9%
TLT vs GDXJ
+229.7%
-264.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | 0.0% | +8.8% | -8.8% | -0.7% |
| 3M | -2.9% | +29.8% | -32.7% | -4.9% |
| 6M | -6.3% | -5.8% | -0.4% | -6.3% |
| YTD | -3.3% | +13.6% | -16.9% | -5.2% |
| 1Y | -4.2% | +54.5% | -58.7% | -8.9% |
| 3Y | -1.7% | +301.4% | -303.0% | -16.9% |
| 5Y | -34.9% | +236.3% | -271.2% | -45.2% |
| All | -34.9% | +229.7% | -264.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling