+226.7%
GDX vs TNA
-26.1%
+252.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -2.9% |
| 7D | -5.4% | -7.6% | +2.2% | -4.0% |
| 30D | +6.6% | -13.6% | +20.2% | +9.6% |
| 3M | +30.1% | +2.8% | +27.3% | +29.4% |
| 6M | -7.1% | +34.5% | -41.6% | -11.9% |
| YTD | +12.0% | +41.0% | -29.1% | +5.4% |
| 1Y | +41.2% | +52.0% | -10.8% | +30.8% |
| 3Y | +251.0% | +103.5% | +147.5% | +192.0% |
| 5Y | +226.7% | -22.5% | +249.3% | +182.1% |
| All | +226.7% | -26.1% | +252.8% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling