+211.5%
GDX vs TDY
+1,676.5%
-1,465.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | +4.0% | -0.9% | +4.8% | +4.2% |
| 30D | +9.5% | -12.5% | +22.0% | +13.5% |
| 3M | +25.1% | -1.2% | +26.3% | +25.4% |
| 6M | -2.9% | -6.6% | +3.6% | -0.9% |
| YTD | +14.7% | +18.5% | -3.7% | +9.9% |
| 1Y | +47.4% | +10.8% | +36.7% | +43.6% |
| 3Y | +259.7% | +47.5% | +212.2% | +222.4% |
| 5Y | +227.7% | +35.8% | +191.9% | +197.1% |
| 10Y | +289.0% | +459.0% | -170.0% | +132.2% |
| All | +211.5% | +1,676.5% | -1,465.0% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling