+24.7%
GDX vs TSLL
-57.5%
+82.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.6% | -6.5% | +0.6% |
| 7D | +13.6% | -21.2% | +34.9% | +17.7% |
| 30D | +2.5% | -13.3% | +15.8% | +4.0% |
| 3M | +4.4% | +15.4% | -11.0% | -0.4% |
| 6M | -5.2% | -34.2% | +29.0% | -1.7% |
| YTD | +2.1% | -52.9% | +55.0% | +9.5% |
| 1Y | +24.7% | -54.3% | +79.0% | +32.9% |
| All | +24.7% | -57.5% | +82.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling