+214.8%
GDX vs TSCO
+1,311.9%
-1,097.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +1.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | +9.9% | -1.1% | +11.0% | +10.0% |
| 3M | +28.2% | +14.3% | +13.9% | +25.7% |
| 6M | -2.9% | -31.9% | +29.0% | +1.9% |
| YTD | +16.0% | -30.7% | +46.7% | +21.4% |
| 1Y | +49.9% | -41.1% | +90.9% | +60.2% |
| 3Y | +263.6% | -17.1% | +280.7% | +269.3% |
| 5Y | +233.6% | -7.5% | +241.1% | +231.1% |
| 10Y | +315.3% | +192.6% | +122.7% | +249.7% |
| All | +214.8% | +1,311.9% | -1,097.0% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling