+249.6%
GDX vs TKO
+102.7%
+146.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -2.2% | +2.3% | -4.5% | -2.7% |
| 30D | +6.8% | -2.5% | +9.2% | +7.2% |
| 3M | +24.9% | -10.6% | +35.5% | +27.5% |
| 6M | -4.2% | -5.1% | +0.9% | -3.7% |
| YTD | +13.2% | -8.2% | +21.4% | +14.5% |
| 1Y | +40.2% | -4.4% | +44.6% | +40.5% |
| 3Y | +249.6% | +100.4% | +149.2% | +199.3% |
| All | +249.6% | +102.7% | +146.9% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling