+296.0%
GDX vs TNA
+86.1%
+209.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -2.2% | -7.3% | +5.1% | -1.2% |
| 30D | +6.8% | -14.2% | +20.9% | +8.9% |
| 3M | +24.9% | -4.6% | +29.5% | +25.6% |
| 6M | -4.2% | +36.9% | -41.1% | -7.7% |
| YTD | +13.2% | +42.5% | -29.3% | +8.6% |
| 1Y | +40.2% | +45.8% | -5.6% | +33.8% |
| 3Y | +249.6% | +104.7% | +144.9% | +210.3% |
| 5Y | +230.4% | -21.7% | +252.1% | +204.4% |
| All | +296.0% | +86.1% | +209.9% | +236.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling