-26.5%
TMUS vs GDXJ
+58.9%
-85.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +5.3% | +17.9% | -12.6% | +6.7% |
| 3M | +3.1% | +15.3% | -12.2% | +4.6% |
| 6M | -16.5% | -9.4% | -7.0% | -16.8% |
| YTD | -9.2% | +13.4% | -22.6% | -7.6% |
| 1Y | -26.5% | +59.7% | -86.1% | -23.5% |
| All | -26.5% | +58.9% | -85.4% | -23.5% |
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 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