+188.9%
GDX vs TLN
+630.2%
-441.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.8% |
| 7D | +13.6% | -1.3% | +14.9% | +13.4% |
| 30D | +2.5% | -10.5% | +13.0% | +4.3% |
| 3M | +4.4% | +0.1% | +4.3% | +3.5% |
| 6M | -5.2% | -17.4% | +12.2% | -3.0% |
| YTD | +2.1% | -9.7% | +11.8% | +2.0% |
| 1Y | +24.7% | -12.3% | +37.0% | +25.0% |
| 3Y | +211.3% | +528.3% | -317.0% | +105.3% |
| All | +188.9% | +630.2% | -441.3% | +88.0% |
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