+158.4%
GDX vs TD
+886.0%
-727.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | +1.1% | -7.9% | -7.2% |
| 30D | -2.1% | +5.2% | -7.3% | -3.9% |
| 3M | -7.5% | +1.2% | -8.7% | -7.9% |
| 6M | -15.2% | +17.7% | -32.9% | -20.1% |
| YTD | -4.8% | +34.2% | -39.0% | -14.2% |
| 1Y | +6.7% | +55.4% | -48.7% | -8.7% |
| 3Y | +212.7% | +130.4% | +82.3% | +132.1% |
| 5Y | +151.7% | +101.8% | +49.8% | +94.0% |
| 10Y | +330.3% | +301.9% | +28.5% | +149.0% |
| All | +158.4% | +886.0% | -727.6% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling