+212.7%
GDX vs TSLQ
-97.0%
+309.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | 0.0% |
| 7D | -6.8% | -16.8% | +10.0% | -7.9% |
| 30D | -2.1% | -18.0% | +15.8% | -3.1% |
| 3M | -7.5% | -34.5% | +27.0% | -9.2% |
| 6M | -15.2% | -8.9% | -6.2% | -14.3% |
| YTD | -4.8% | -19.0% | +14.2% | -4.1% |
| 1Y | +6.7% | -38.2% | +44.9% | +6.8% |
| 3Y | +212.7% | -96.9% | +309.7% | +208.5% |
| All | +212.7% | -97.0% | +309.8% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling