+507.6%
GDX vs TRU
+238.0%
+269.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.2% |
| 7D | -0.4% | -6.8% | +6.4% | +0.7% |
| 30D | +18.6% | 0.0% | +18.6% | +18.6% |
| 3M | +14.9% | +13.3% | +1.6% | +12.2% |
| 6M | -6.3% | +3.4% | -9.7% | -7.3% |
| YTD | +15.7% | -6.4% | +22.1% | +15.7% |
| 1Y | +54.8% | -9.7% | +64.5% | +55.2% |
| 3Y | +253.4% | +0.1% | +253.3% | +237.1% |
| 5Y | +219.7% | -34.0% | +253.7% | +217.4% |
| 10Y | +300.2% | +147.9% | +152.3% | +227.8% |
| All | +507.6% | +238.0% | +269.6% | +371.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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