+242.5%
GDX vs TSLL
-58.7%
+301.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.6% | -6.5% | +1.7% |
| 7D | +13.6% | -21.2% | +34.9% | +14.9% |
| 30D | +2.5% | -13.3% | +15.8% | +3.0% |
| 3M | +4.4% | +15.4% | -11.0% | +3.2% |
| 6M | -5.2% | -34.2% | +29.0% | -4.2% |
| YTD | +2.1% | -52.9% | +55.0% | +4.2% |
| 1Y | +24.7% | -54.3% | +79.0% | +27.1% |
| 3Y | +211.3% | -18.4% | +229.7% | +195.0% |
| All | +242.5% | -58.7% | +301.2% | +283.6% |
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