+258.1%
GDX vs TD
+123.9%
+134.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +1.9% | -1.9% | +3.8% | +3.2% |
| 30D | +9.9% | -1.6% | +11.5% | +10.9% |
| 3M | +28.2% | +4.6% | +23.6% | +24.0% |
| 6M | -2.9% | +26.8% | -29.7% | -16.7% |
| YTD | +16.0% | +28.3% | -12.4% | -1.0% |
| 1Y | +49.9% | +60.4% | -10.6% | +13.4% |
| All | +258.1% | +123.9% | +134.2% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling