+296.0%
GDX vs TSCO
+185.7%
+110.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -2.2% | -5.7% | +3.5% | -1.5% |
| 30D | +6.8% | -8.8% | +15.5% | +7.9% |
| 3M | +24.9% | +6.3% | +18.6% | +23.9% |
| 6M | -4.2% | -32.3% | +28.1% | +0.4% |
| YTD | +13.2% | -32.7% | +45.9% | +18.8% |
| 1Y | +40.2% | -43.7% | +83.9% | +50.0% |
| 3Y | +249.6% | -19.7% | +269.3% | +258.0% |
| 5Y | +230.4% | -11.6% | +242.0% | +233.5% |
| All | +296.0% | +185.7% | +110.2% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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