+219.2%
GDX vs TSLL
-51.4%
+270.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | 0.0% |
| 7D | -6.8% | +17.8% | -24.6% | -7.7% |
| 30D | -2.1% | +8.2% | -10.4% | -2.9% |
| 3M | -7.5% | +20.9% | -28.4% | -8.9% |
| 6M | -15.2% | -37.5% | +22.3% | -14.2% |
| YTD | -4.8% | -44.5% | +39.7% | -3.8% |
| 1Y | +6.7% | -33.0% | +39.7% | +7.1% |
| 3Y | +212.7% | -6.4% | +219.1% | +193.8% |
| All | +219.2% | -51.4% | +270.6% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling