+257.6%
GDX vs TSLL
-54.2%
+311.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.9% | -6.5% | +3.8% |
| 7D | +15.6% | -14.3% | +29.9% | +16.3% |
| 30D | +2.4% | -6.2% | +8.6% | +2.5% |
| 3M | +1.7% | +21.2% | -19.4% | +0.2% |
| 6M | -3.3% | -36.6% | +33.3% | -2.2% |
| YTD | +6.6% | -47.8% | +54.4% | +8.1% |
| 1Y | +27.0% | -45.2% | +72.2% | +28.4% |
| 3Y | +243.4% | -3.3% | +246.6% | +222.8% |
| All | +257.6% | -54.2% | +311.8% | +298.1% |
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