+283.8%
GDX vs TT
+912.5%
-628.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +18.6% | -7.2% | +25.8% | +20.6% |
| 3M | +14.9% | -3.0% | +17.9% | +15.6% |
| 6M | -6.3% | +1.4% | -7.6% | -6.5% |
| YTD | +15.7% | +15.9% | -0.2% | +12.6% |
| 1Y | +54.8% | +9.4% | +45.4% | +52.2% |
| 3Y | +253.4% | +124.4% | +129.1% | +201.0% |
| 5Y | +219.7% | +138.0% | +81.7% | +165.3% |
| All | +283.8% | +912.5% | -628.8% | +142.4% |
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