+189.5%
GDX vs TLT
+85.4%
+104.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +15.6% | +0.3% | +15.3% | +15.5% |
| 30D | +2.4% | +5.1% | -2.7% | +1.3% |
| 3M | +1.7% | -0.2% | +1.9% | +1.8% |
| 6M | -3.3% | -2.9% | -0.4% | -2.6% |
| YTD | +6.6% | -2.7% | +9.3% | +7.4% |
| 1Y | +27.0% | -4.6% | +31.6% | +28.4% |
| 3Y | +243.4% | +6.1% | +237.3% | +239.2% |
| 5Y | +194.2% | -35.1% | +229.3% | +212.9% |
| 10Y | +310.1% | -12.5% | +322.6% | +329.6% |
| All | +189.5% | +85.4% | +104.1% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling