+158.4%
GDX vs TTMI
+400.5%
-242.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.2% |
| 7D | -6.8% | +11.4% | -18.2% | -8.6% |
| 30D | -2.1% | -28.3% | +26.2% | +1.8% |
| 3M | -7.5% | -46.7% | +39.1% | +0.3% |
| 6M | -15.2% | -56.1% | +41.0% | -6.2% |
| YTD | -4.8% | +7.4% | -12.2% | -11.0% |
| 1Y | +6.7% | +17.4% | -10.7% | -2.2% |
| 3Y | +212.7% | +429.1% | -216.4% | +114.6% |
| 5Y | +151.7% | +418.8% | -267.1% | +69.7% |
| 10Y | +330.3% | +411.2% | -80.9% | +174.2% |
| All | +158.4% | +400.5% | -242.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling