+41.9%
TMUS vs GDXJ
+229.7%
-187.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -5.3% | +0.9% | -6.3% | -5.3% |
| 30D | +0.1% | +8.8% | -8.7% | -0.3% |
| 3M | -0.6% | +29.8% | -30.5% | -1.8% |
| 6M | -17.5% | -5.8% | -11.7% | -17.3% |
| YTD | -11.3% | +13.6% | -24.8% | -12.7% |
| 1Y | -25.4% | +54.5% | -79.9% | -28.9% |
| 3Y | +35.5% | +301.4% | -265.9% | +14.9% |
| 5Y | +41.9% | +236.3% | -194.4% | +23.3% |
| All | +41.9% | +229.7% | -187.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling