-24.7%
TMUS vs GDXJ
+47.3%
-72.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.4% |
| 7D | -5.8% | -6.2% | +0.4% | -6.2% |
| 30D | -0.2% | +4.6% | -4.9% | +0.2% |
| 3M | -4.0% | +31.3% | -35.2% | -1.6% |
| 6M | -18.1% | -10.7% | -7.4% | -18.4% |
| YTD | -11.3% | +9.1% | -20.4% | -10.2% |
| 1Y | -24.7% | +44.1% | -68.9% | -21.7% |
| All | -24.7% | +47.3% | -72.0% | -21.7% |
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