+245.7%
GDX vs TDY
+45.1%
+200.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -5.4% | -1.9% | -3.5% | -4.6% |
| 30D | +6.6% | -12.5% | +19.1% | +13.4% |
| 3M | +30.1% | -0.8% | +30.9% | +30.2% |
| 6M | -7.1% | -9.0% | +1.9% | -3.2% |
| YTD | +12.0% | +16.8% | -4.8% | +6.8% |
| 1Y | +41.2% | +9.5% | +31.8% | +37.7% |
| All | +245.7% | +45.1% | +200.6% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling