+303.2%
GDX vs TSLQ
-97.3%
+400.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.0% | +7.1% | -1.4% |
| 7D | +4.0% | -8.6% | +12.5% | +3.5% |
| 30D | +9.5% | -24.9% | +34.4% | +8.0% |
| 3M | +25.1% | -1.5% | +26.6% | +26.3% |
| 6M | -2.9% | -18.1% | +15.1% | -2.1% |
| YTD | +14.7% | -0.1% | +14.8% | +16.7% |
| 1Y | +47.4% | -51.4% | +98.8% | +47.4% |
| 3Y | +259.7% | -95.9% | +355.6% | +241.6% |
| All | +303.2% | -97.3% | +400.5% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling