+516.3%
GDX vs TNA
+1,004.3%
-488.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | -4.9% | +23.5% | +19.5% |
| 3M | +14.9% | +0.4% | +14.5% | +14.8% |
| 6M | -6.3% | +32.5% | -38.8% | -10.0% |
| YTD | +15.7% | +53.7% | -38.0% | +8.9% |
| 1Y | +54.8% | +65.1% | -10.3% | +43.7% |
| 3Y | +253.4% | +98.4% | +155.0% | +204.3% |
| 5Y | +219.7% | -22.5% | +242.1% | +193.6% |
| 10Y | +300.2% | +82.5% | +217.7% | +174.5% |
| All | +516.3% | +1,004.3% | -488.0% | +113.9% |
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