+296.0%
GDX vs TTMI
+1,127.6%
-831.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.2% | +0.6% |
| 7D | -2.2% | +0.7% | -2.8% | -2.3% |
| 30D | +6.8% | -8.4% | +15.2% | +7.8% |
| 3M | +24.9% | -32.5% | +57.4% | +30.9% |
| 6M | -4.2% | +32.5% | -36.7% | -10.1% |
| YTD | +13.2% | +83.2% | -70.0% | +0.5% |
| 1Y | +40.2% | +161.7% | -121.5% | +17.7% |
| 3Y | +249.6% | +890.1% | -640.5% | +134.5% |
| 5Y | +230.4% | +832.4% | -602.1% | +121.3% |
| All | +296.0% | +1,127.6% | -831.6% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling