+181.2%
TSCO vs GDXJ
+237.3%
-56.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -5.7% | -2.8% | -2.9% | -5.5% |
| 30D | -8.8% | +5.0% | -13.7% | -9.2% |
| 3M | +6.3% | +24.1% | -17.7% | +4.4% |
| 6M | -32.3% | -7.4% | -24.9% | -32.2% |
| YTD | -32.7% | +10.2% | -42.9% | -33.6% |
| 1Y | -43.7% | +42.5% | -86.2% | -45.5% |
| 3Y | -19.7% | +285.7% | -305.4% | -28.1% |
| 5Y | -11.6% | +231.9% | -243.5% | -21.0% |
| All | +181.2% | +237.3% | -56.0% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling