+24.5%
TMO vs GDXJ
+45.5%
-20.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.6% | -2.8% | +2.2% | -0.3% |
| 30D | +1.1% | +5.0% | -3.8% | +0.6% |
| 3M | +28.3% | +24.1% | +4.3% | +25.5% |
| 6M | +23.3% | -7.4% | +30.6% | +24.0% |
| YTD | +5.5% | +10.2% | -4.8% | +6.0% |
| 1Y | +24.5% | +42.5% | -18.0% | +24.6% |
| All | +24.5% | +45.5% | -20.9% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling