+214.2%
GDX vs TTMI
+748.6%
-534.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -3.7% |
| 7D | -0.4% | +5.9% | -6.2% | -1.4% |
| 30D | +18.6% | -4.3% | +22.9% | +18.9% |
| 3M | +14.9% | -32.0% | +46.9% | +20.9% |
| 6M | -6.3% | +19.5% | -25.7% | -11.4% |
| YTD | +15.7% | +82.0% | -66.3% | +1.1% |
| 1Y | +54.8% | +172.6% | -117.8% | +25.4% |
| 3Y | +253.4% | +744.7% | -491.2% | +128.2% |
| 5Y | +219.7% | +805.6% | -585.9% | +100.3% |
| 10Y | +300.2% | +1,057.6% | -757.4% | +124.5% |
| All | +214.2% | +748.6% | -534.5% | +49.2% |
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