+1,706.8%
TMUS vs GDXJ
+34.8%
+1,672.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | +4.9% | -8.1% | +13.0% | +5.7% |
| 30D | +7.7% | -5.5% | +13.2% | +8.1% |
| 3M | -6.8% | -14.6% | +7.8% | -5.9% |
| 6M | -9.7% | -23.2% | +13.5% | -8.3% |
| YTD | -15.0% | -13.0% | -2.0% | -15.5% |
| 1Y | -19.1% | +2.8% | -21.9% | -21.2% |
| 3Y | +21.4% | +221.5% | -200.1% | +2.2% |
| 5Y | +51.2% | +123.4% | -72.2% | +30.6% |
| 10Y | +240.2% | +238.2% | +2.0% | +166.6% |
| All | +1,706.8% | +34.8% | +1,672.0% | +1,439.6% |
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