+212.7%
GDX vs TLN
+580.6%
-367.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | +0.3% |
| 7D | -6.8% | +11.0% | -17.8% | -8.7% |
| 30D | -2.1% | +4.9% | -7.0% | -3.4% |
| 3M | -7.5% | +4.9% | -12.4% | -9.1% |
| 6M | -15.2% | +7.1% | -22.3% | -17.0% |
| YTD | -4.8% | +0.3% | -5.1% | -6.8% |
| 1Y | +6.7% | +5.9% | +0.8% | +3.6% |
| 3Y | +212.7% | +578.5% | -365.7% | +116.7% |
| All | +212.7% | +580.6% | -367.8% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling