+2,664.3%
TSLA vs GDXJ
+237.3%
+2,427.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | +3.2% | -2.8% | +6.0% | +3.8% |
| 30D | +11.6% | +5.0% | +6.6% | +10.3% |
| 3M | -8.4% | +24.1% | -32.5% | -13.0% |
| 6M | -10.4% | -7.4% | -3.0% | -9.8% |
| YTD | -18.7% | +10.2% | -29.0% | -21.8% |
| 1Y | -0.9% | +42.5% | -43.5% | -10.2% |
| 3Y | +33.6% | +285.7% | -252.1% | -4.3% |
| 5Y | +48.9% | +231.9% | -183.0% | +6.9% |
| All | +2,664.3% | +237.3% | +2,427.0% | +1,961.1% |
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