+150.7%
GDX vs TT
+131.0%
+19.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -6.8% | +4.0% | -10.8% | -7.9% |
| 30D | -2.1% | -11.3% | +9.2% | +1.5% |
| 3M | -7.5% | -12.3% | +4.8% | -3.8% |
| 6M | -15.2% | -10.8% | -4.3% | -12.3% |
| YTD | -4.8% | +8.2% | -13.0% | -6.0% |
| 1Y | +6.7% | +1.5% | +5.3% | +7.0% |
| 3Y | +212.7% | +91.5% | +121.3% | +165.9% |
| All | +150.7% | +131.0% | +19.7% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling