+105.2%
TQQQ vs GDXJ
+229.9%
-124.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | -1.9% | -2.8% | +0.9% | -0.4% |
| 30D | -4.9% | +5.0% | -9.8% | -7.9% |
| 3M | -6.4% | +24.1% | -30.5% | -17.6% |
| 6M | +44.4% | -7.4% | +51.8% | +47.9% |
| YTD | +35.2% | +10.2% | +24.9% | +23.5% |
| 1Y | +49.5% | +42.5% | +7.0% | +16.9% |
| 3Y | +250.7% | +285.7% | -35.0% | +44.5% |
| All | +105.2% | +229.9% | -124.8% | -10.8% |
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