+211.3%
GDX vs TT
+89.7%
+121.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.3% |
| 7D | +13.6% | -2.0% | +15.6% | +14.3% |
| 30D | +2.5% | -14.0% | +16.5% | +8.2% |
| 3M | +4.4% | -15.9% | +20.3% | +10.9% |
| 6M | -5.2% | -17.3% | +12.1% | +1.1% |
| YTD | +2.1% | +4.0% | -1.8% | +2.9% |
| 1Y | +24.7% | -7.1% | +31.8% | +29.0% |
| 3Y | +211.3% | +90.2% | +121.0% | +190.3% |
| All | +211.3% | +89.7% | +121.6% | +190.3% |
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 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