+150.7%
GDX vs TRI
+0.5%
+150.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -6.8% | -2.9% | -3.9% | -6.6% |
| 30D | -2.1% | +3.7% | -5.8% | -2.6% |
| 3M | -7.5% | +3.7% | -11.2% | -8.0% |
| 6M | -15.2% | +35.1% | -50.3% | -19.1% |
| YTD | -4.8% | -14.0% | +9.2% | +0.8% |
| 1Y | +6.7% | -19.0% | +25.7% | +15.3% |
| 3Y | +212.7% | -12.0% | +224.7% | +215.4% |
| All | +150.7% | +0.5% | +150.2% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling