-29.4%
TSCO vs GDXJ
+19.5%
-48.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.6% | -5.4% | +3.5% |
| 7D | +15.7% | -0.2% | +15.9% | +15.6% |
| 30D | +16.4% | -7.6% | +24.0% | +16.9% |
| 3M | +11.2% | +2.3% | +8.9% | +10.4% |
| 6M | +14.9% | -7.8% | +22.7% | +14.5% |
| YTD | -25.4% | -8.4% | -17.0% | -24.0% |
| 1Y | -29.4% | +21.8% | -51.2% | -32.0% |
| All | -29.4% | +19.5% | -48.9% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling