+245.7%
GDX vs TNA
+99.7%
+146.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -2.8% |
| 7D | -5.4% | -7.6% | +2.2% | -3.7% |
| 30D | +6.6% | -13.6% | +20.2% | +10.1% |
| 3M | +30.1% | +2.8% | +27.3% | +29.3% |
| 6M | -7.1% | +34.5% | -41.6% | -12.4% |
| YTD | +12.0% | +41.0% | -29.1% | +4.9% |
| 1Y | +41.2% | +52.0% | -10.8% | +30.2% |
| All | +245.7% | +99.7% | +146.0% | +187.0% |
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 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