+328.6%
TMO vs GDXJ
+237.3%
+91.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.6% | -2.8% | +2.2% | -0.4% |
| 30D | +1.1% | +5.0% | -3.8% | +0.6% |
| 3M | +28.3% | +24.1% | +4.3% | +25.3% |
| 6M | +23.3% | -7.4% | +30.6% | +23.4% |
| YTD | +5.5% | +10.2% | -4.8% | +3.5% |
| 1Y | +24.5% | +42.5% | -18.0% | +18.8% |
| 3Y | +19.6% | +285.7% | -266.1% | +1.4% |
| 5Y | +8.1% | +231.9% | -223.7% | -8.2% |
| All | +328.6% | +237.3% | +91.3% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling