+214.8%
GDX vs TKO
+2,228.5%
-2,013.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +9.9% | +0.9% | +9.0% | +9.8% |
| 3M | +28.2% | -6.2% | +34.4% | +28.8% |
| 6M | -2.9% | -5.6% | +2.7% | -2.5% |
| YTD | +16.0% | -7.8% | +23.8% | +16.6% |
| 1Y | +49.9% | -1.2% | +51.1% | +49.7% |
| 3Y | +263.6% | +106.5% | +157.0% | +236.9% |
| 5Y | +233.6% | +310.4% | -76.8% | +189.2% |
| 10Y | +315.3% | +987.5% | -672.2% | +204.7% |
| All | +214.8% | +2,228.5% | -2,013.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling