+297.8%
GDX vs TSLQ
-97.2%
+395.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | -2.2% | -6.6% | +4.4% | -2.6% |
| 30D | +6.8% | -24.3% | +31.1% | +5.3% |
| 3M | +24.9% | -3.6% | +28.5% | +25.9% |
| 6M | -4.2% | -12.0% | +7.8% | -3.1% |
| YTD | +13.2% | +1.4% | +11.8% | +15.3% |
| 1Y | +40.2% | -43.6% | +83.8% | +40.8% |
| 3Y | +249.6% | -95.4% | +345.0% | +234.3% |
| All | +297.8% | -97.2% | +395.0% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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