+288.1%
GDX vs TSLL
-57.4%
+345.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.8% | +9.7% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +18.6% | +17.8% | +0.9% | +17.5% |
| 3M | +14.9% | -37.0% | +51.9% | +16.8% |
| 6M | -6.3% | -37.7% | +31.4% | -4.9% |
| YTD | +15.7% | -51.4% | +67.1% | +18.3% |
| 1Y | +54.8% | -23.4% | +78.2% | +55.5% |
| 3Y | +253.4% | -30.8% | +284.2% | +237.1% |
| All | +288.1% | -57.4% | +345.5% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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