+224.5%
GDX vs TLN
+602.5%
-377.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | +4.0% | +10.9% | -7.0% | +1.8% |
| 30D | +9.5% | -6.3% | +15.8% | +10.7% |
| 3M | +25.1% | -10.7% | +35.8% | +27.4% |
| 6M | -2.9% | +1.6% | -4.6% | -3.2% |
| YTD | +14.7% | -13.1% | +27.8% | +16.3% |
| 1Y | +47.4% | -15.1% | +62.5% | +50.0% |
| 3Y | +259.7% | +495.0% | -235.3% | +142.2% |
| All | +224.5% | +602.5% | -377.9% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling