-13.3%
TSLA vs GDXJ
+19.5%
-32.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.6% | -13.0% | -6.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.8% |
| 30D | +1.7% | -7.6% | +9.3% | +3.8% |
| 3M | +17.7% | +2.3% | +15.4% | +16.1% |
| 6M | -1.9% | -7.8% | +6.0% | -0.7% |
| YTD | -14.3% | -8.4% | -6.0% | -17.8% |
| 1Y | -13.3% | +21.8% | -35.1% | -29.5% |
| All | -13.3% | +19.5% | -32.8% | -29.5% |
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