+40.2%
GDX vs TTWO
-12.4%
+52.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -2.2% | +0.4% | -2.5% | -2.3% |
| 30D | +6.8% | -11.3% | +18.1% | +10.3% |
| 3M | +24.9% | +1.6% | +23.3% | +22.4% |
| 6M | -4.2% | +2.1% | -6.3% | -7.3% |
| YTD | +13.2% | -15.8% | +29.1% | +19.2% |
| 1Y | +40.2% | -12.6% | +52.8% | +44.3% |
| All | +40.2% | -12.4% | +52.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling