+54.8%
GDX vs TNA
+70.0%
-15.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | +18.6% | -4.9% | +23.5% | +21.3% |
| 3M | +14.9% | +0.4% | +14.5% | +14.1% |
| 6M | -6.3% | +32.5% | -38.8% | -17.4% |
| YTD | +15.7% | +53.7% | -38.0% | -2.8% |
| 1Y | +54.8% | +65.1% | -10.3% | +27.5% |
| All | +54.8% | +70.0% | -15.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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