+14.7%
GDX vs TT
-2.5%
+17.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +11.5% | +0.8% | +10.6% | +10.7% |
| 30D | -3.1% | -11.8% | +8.6% | +3.8% |
| 3M | -4.4% | -11.6% | +7.1% | +2.1% |
| 6M | -8.6% | -9.3% | +0.7% | -4.2% |
| YTD | +0.8% | +8.9% | -8.0% | +4.0% |
| 1Y | +14.7% | -2.2% | +16.9% | +25.4% |
| All | +14.7% | -2.5% | +17.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling