+204.7%
GDX vs TSLL
-27.3%
+232.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.9% | +23.3% | +2.7% |
| 7D | +5.4% | -28.9% | +34.3% | +7.4% |
| 30D | -2.8% | -21.4% | +18.6% | -1.7% |
| 3M | +2.5% | +5.0% | -2.5% | +1.8% |
| 6M | -0.1% | -36.6% | +36.5% | +1.5% |
| YTD | 0.0% | -56.6% | +56.6% | +2.6% |
| 1Y | +22.2% | -60.9% | +83.1% | +25.5% |
| All | +204.7% | -27.3% | +232.0% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling