-21.2%
TMUS vs GDXJ
+19.5%
-40.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +4.0% |
| 7D | +7.5% | -0.2% | +7.7% | +7.4% |
| 30D | -3.3% | -7.6% | +4.3% | -4.0% |
| 3M | -9.7% | +2.3% | -11.9% | -9.5% |
| 6M | -17.2% | -7.8% | -9.4% | -17.3% |
| YTD | -20.3% | -8.4% | -12.0% | -21.0% |
| 1Y | -21.2% | +21.8% | -43.0% | -21.8% |
| All | -21.2% | +19.5% | -40.7% | -21.8% |
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