+310.1%
GDX vs TT
+782.6%
-472.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.3% |
| 7D | +15.6% | +1.7% | +13.8% | +15.0% |
| 30D | +2.4% | -11.8% | +14.3% | +5.4% |
| 3M | +1.7% | -12.6% | +14.3% | +4.8% |
| 6M | -3.3% | -9.4% | +6.1% | -1.2% |
| YTD | +6.6% | +8.8% | -2.2% | +5.3% |
| 1Y | +27.0% | -2.5% | +29.5% | +28.0% |
| 3Y | +243.4% | +95.7% | +147.7% | +202.9% |
| 5Y | +194.2% | +135.7% | +58.5% | +147.5% |
| 10Y | +310.1% | +750.6% | -440.5% | +215.3% |
| All | +310.1% | +782.6% | -472.4% | +215.3% |
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