+226.7%
GDX vs TKO
+303.5%
-76.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +6.6% | -2.6% | +9.2% | +7.0% |
| 3M | +30.1% | -7.8% | +37.9% | +31.5% |
| 6M | -7.1% | -7.0% | -0.1% | -6.3% |
| YTD | +12.0% | -8.5% | +20.5% | +13.1% |
| 1Y | +41.2% | -1.3% | +42.5% | +40.9% |
| 3Y | +251.0% | +105.0% | +146.0% | +212.8% |
| 5Y | +226.7% | +292.9% | -66.2% | +149.4% |
| All | +226.7% | +303.5% | -76.7% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling