+38.8%
TMUS vs GDXJ
+294.3%
-255.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -0.2% |
| 30D | +3.1% | +8.4% | -5.3% | +3.3% |
| 3M | +2.4% | +25.5% | -23.1% | +2.8% |
| 6M | -17.1% | -6.3% | -10.7% | -16.8% |
| YTD | -9.1% | +12.1% | -21.2% | -9.3% |
| 1Y | -23.6% | +51.1% | -74.7% | -24.8% |
| 3Y | +38.8% | +296.1% | -257.2% | +31.3% |
| All | +38.8% | +294.3% | -255.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling