+1,829.8%
TMUS vs GDXJ
+75.7%
+1,754.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +5.3% | +17.9% | -12.6% | +3.4% |
| 3M | +3.1% | +15.3% | -12.2% | +1.2% |
| 6M | -16.5% | -9.4% | -7.0% | -16.3% |
| YTD | -9.2% | +13.4% | -22.6% | -11.7% |
| 1Y | -26.5% | +59.7% | -86.1% | -31.5% |
| 3Y | +39.0% | +283.6% | -244.6% | +15.6% |
| 5Y | +40.4% | +217.6% | -177.2% | +17.5% |
| 10Y | +303.7% | +225.7% | +78.0% | +221.4% |
| All | +1,829.8% | +75.7% | +1,754.1% | +1,510.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling