+169.9%
GDX vs TLN
+733.8%
-563.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -4.6% | +22.3% | -26.8% | -8.2% |
| 30D | -6.2% | +1.2% | -7.4% | -6.7% |
| 3M | -10.0% | +5.9% | -15.9% | -11.7% |
| 6M | -15.8% | +3.2% | -19.0% | -17.2% |
| YTD | -4.6% | +3.2% | -7.7% | -7.1% |
| 1Y | +4.0% | +5.2% | -1.2% | +0.9% |
| 3Y | +211.1% | +606.3% | -395.2% | +100.8% |
| All | +169.9% | +733.8% | -563.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling