+212.7%
GDX vs TNA
+138.6%
+74.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -6.8% | +3.7% | -10.5% | -7.6% |
| 30D | -2.1% | +4.4% | -6.5% | -3.5% |
| 3M | -7.5% | -26.7% | +19.1% | -1.1% |
| 6M | -15.2% | -12.8% | -2.3% | -12.7% |
| YTD | -4.8% | +22.7% | -27.5% | -8.2% |
| 1Y | +6.7% | +35.7% | -28.9% | +1.2% |
| 3Y | +212.7% | +134.6% | +78.2% | +151.4% |
| All | +212.7% | +138.6% | +74.2% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling