+52.8%
TMUS vs GDXJ
+138.8%
-86.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.9% |
| 7D | +8.2% | +0.3% | +7.9% | +8.2% |
| 30D | +13.4% | -7.4% | +20.8% | +13.5% |
| 3M | -3.0% | -11.9% | +8.8% | -2.9% |
| 6M | -8.8% | -19.3% | +10.5% | -8.3% |
| YTD | -13.8% | -8.1% | -5.7% | -14.8% |
| 1Y | -17.1% | +9.1% | -26.1% | -19.3% |
| 3Y | +22.7% | +236.2% | -213.5% | +3.8% |
| 5Y | +52.8% | +136.3% | -83.5% | +39.0% |
| All | +52.8% | +138.8% | -86.0% | +39.0% |
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