+201.6%
GDX vs TLN
+683.0%
-481.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.2% | -2.8% | +3.0% |
| 7D | +15.6% | +9.1% | +6.5% | +13.2% |
| 30D | +2.4% | -4.1% | +6.5% | +2.9% |
| 3M | +1.7% | +4.4% | -2.7% | +0.1% |
| 6M | -3.3% | -6.0% | +2.7% | -3.3% |
| YTD | +6.6% | -3.1% | +9.8% | +5.1% |
| 1Y | +27.0% | -6.1% | +33.0% | +25.6% |
| 3Y | +243.4% | +575.3% | -332.0% | +123.3% |
| All | +201.6% | +683.0% | -481.4% | +93.7% |
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 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