+296.0%
GDX vs TDY
+479.2%
-183.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.2% | -1.1% | -1.1% | -1.9% |
| 30D | +6.8% | -12.0% | +18.8% | +10.7% |
| 3M | +24.9% | -3.2% | +28.1% | +26.0% |
| 6M | -4.2% | -7.9% | +3.7% | -1.8% |
| YTD | +13.2% | +18.2% | -5.0% | +8.6% |
| 1Y | +40.2% | +6.7% | +33.5% | +38.1% |
| 3Y | +249.6% | +47.5% | +202.0% | +214.4% |
| 5Y | +230.4% | +39.5% | +190.9% | +197.7% |
| All | +296.0% | +479.2% | -183.2% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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