+296.0%
GDX vs TRI
+196.2%
+99.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -2.2% | -7.9% | +5.7% | -1.2% |
| 30D | +6.8% | -4.5% | +11.3% | +7.3% |
| 3M | +24.9% | +22.1% | +2.8% | +20.1% |
| 6M | -4.2% | -2.8% | -1.4% | -4.6% |
| YTD | +13.2% | -23.4% | +36.6% | +18.5% |
| 1Y | +40.2% | -41.5% | +81.7% | +57.2% |
| 3Y | +249.6% | -19.2% | +268.8% | +256.6% |
| 5Y | +230.4% | -9.4% | +239.8% | +223.7% |
| All | +296.0% | +196.2% | +99.8% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling