+327.3%
GDX vs TT
+737.0%
-409.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -4.6% | +8.1% | -12.6% | -6.2% |
| 30D | -6.2% | -11.3% | +5.1% | -3.6% |
| 3M | -10.0% | -11.2% | +1.2% | -7.6% |
| 6M | -15.8% | -8.9% | -6.8% | -14.0% |
| YTD | -4.6% | +9.7% | -14.3% | -6.0% |
| 1Y | +4.0% | +1.3% | +2.8% | +4.1% |
| 3Y | +211.1% | +93.4% | +117.7% | +174.3% |
| 5Y | +152.3% | +133.5% | +18.7% | +111.8% |
| All | +327.3% | +737.0% | -409.7% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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