+406.9%
GDX vs TNA
+781.2%
-374.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -6.8% | +3.7% | -10.5% | -7.3% |
| 30D | -2.1% | +4.4% | -6.5% | -2.9% |
| 3M | -7.5% | -26.7% | +19.1% | -3.4% |
| 6M | -15.2% | -12.8% | -2.3% | -13.6% |
| YTD | -4.8% | +22.7% | -27.5% | -7.6% |
| 1Y | +6.7% | +35.7% | -28.9% | +2.0% |
| 3Y | +212.7% | +134.6% | +78.2% | +164.5% |
| 5Y | +151.7% | -46.0% | +197.6% | +143.4% |
| 10Y | +330.3% | +38.0% | +292.3% | +208.5% |
| All | +406.9% | +781.2% | -374.3% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling