+213.5%
GDX vs TT
+94.2%
+119.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -4.6% | +8.1% | -12.6% | -7.2% |
| 30D | -6.2% | -11.3% | +5.1% | -2.1% |
| 3M | -10.0% | -11.2% | +1.2% | -6.2% |
| 6M | -15.8% | -8.9% | -6.8% | -13.0% |
| YTD | -4.6% | +9.7% | -14.3% | -5.8% |
| 1Y | +4.0% | +1.3% | +2.8% | +4.7% |
| All | +213.5% | +94.2% | +119.3% | +175.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling