+214.2%
GDX vs TT
+2,128.3%
-1,914.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +18.6% | -7.4% | +26.0% | +21.3% |
| 3M | +14.9% | -3.2% | +18.1% | +15.8% |
| 6M | -6.3% | +1.1% | -7.4% | -6.6% |
| YTD | +15.7% | +15.6% | +0.1% | +10.9% |
| 1Y | +54.8% | +9.2% | +45.7% | +50.7% |
| 3Y | +253.4% | +124.4% | +129.1% | +173.6% |
| 5Y | +219.7% | +138.0% | +81.7% | +139.0% |
| 10Y | +300.2% | +886.4% | -586.2% | +81.1% |
| All | +214.2% | +2,128.3% | -1,914.2% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling