-34.5%
TLT vs GDXJ
+123.6%
-158.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.1% | -8.1% | +5.0% | -2.6% |
| 30D | +1.0% | -5.5% | +6.5% | +1.3% |
| 3M | -2.7% | -14.6% | +11.8% | -1.9% |
| 6M | -4.1% | -23.2% | +19.1% | -2.8% |
| YTD | -5.4% | -13.0% | +7.6% | -5.6% |
| 1Y | -7.0% | +2.8% | -9.8% | -8.6% |
| 3Y | +2.8% | +221.5% | -218.6% | -12.0% |
| All | -34.5% | +123.6% | -158.1% | -44.9% |
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