+227.3%
GDX vs TLN
+583.6%
-356.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.9% |
| 7D | -0.4% | +7.1% | -7.4% | -1.7% |
| 30D | +18.6% | -3.9% | +22.5% | +19.4% |
| 3M | +14.9% | -16.2% | +31.0% | +18.5% |
| 6M | -6.3% | -5.8% | -0.4% | -5.3% |
| YTD | +15.7% | -15.4% | +31.2% | +18.0% |
| 1Y | +54.8% | -16.7% | +71.5% | +58.2% |
| 3Y | +253.4% | +473.8% | -220.3% | +140.1% |
| All | +227.3% | +583.6% | -356.2% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling