+47.4%
GDX vs TLT
-3.6%
+51.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +4.0% | +0.4% | +3.5% | +3.6% |
| 30D | +9.5% | -0.3% | +9.8% | +9.7% |
| 3M | +25.1% | -1.7% | +26.8% | +26.5% |
| 6M | -2.9% | -4.9% | +2.0% | -1.5% |
| YTD | +14.7% | -2.8% | +17.5% | +18.3% |
| 1Y | +47.4% | -4.2% | +51.6% | +51.2% |
| All | +47.4% | -3.6% | +51.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling