+233.6%
GDX vs TTMI
+806.9%
-573.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.8% |
| 7D | +1.9% | +7.5% | -5.6% | +0.4% |
| 30D | +9.9% | -4.5% | +14.4% | +10.3% |
| 3M | +28.2% | -28.5% | +56.7% | +34.0% |
| 6M | -2.9% | +28.4% | -31.3% | -9.9% |
| YTD | +16.0% | +80.1% | -64.1% | +0.3% |
| 1Y | +49.9% | +161.0% | -111.2% | +20.5% |
| 3Y | +263.6% | +862.4% | -598.9% | +111.9% |
| 5Y | +233.6% | +812.9% | -579.4% | +90.7% |
| All | +233.6% | +806.9% | -573.4% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling