+24.8%
GDX vs TKO
+5.6%
+19.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.4% | +5.7% | +8.1% |
| 7D | +0.8% | +11.3% | -10.5% | -2.0% |
| 30D | -3.2% | +9.3% | -12.5% | -5.5% |
| 3M | +8.6% | +5.3% | +3.3% | +6.7% |
| 6M | -1.2% | +4.9% | -6.1% | -4.4% |
| YTD | -1.4% | -6.3% | +4.9% | +0.7% |
| 1Y | +24.8% | +4.9% | +19.9% | +20.6% |
| All | +24.8% | +5.6% | +19.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling