+317.5%
TMUS vs GDXJ
+237.3%
+80.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.9% |
| 7D | +0.4% | -2.8% | +3.3% | +0.6% |
| 30D | +3.5% | +5.0% | -1.4% | +3.1% |
| 3M | -1.3% | +24.1% | -25.4% | -2.8% |
| 6M | -13.6% | -7.4% | -6.3% | -13.6% |
| YTD | -8.8% | +10.2% | -19.0% | -10.3% |
| 1Y | -22.9% | +42.5% | -65.4% | -26.0% |
| 3Y | +36.7% | +285.7% | -249.0% | +18.9% |
| 5Y | +46.6% | +231.9% | -185.3% | +27.7% |
| All | +317.5% | +237.3% | +80.2% | +269.2% |
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