+226.7%
GDX vs TTWO
+41.7%
+185.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -4.1% |
| 7D | -5.4% | +1.3% | -6.7% | -5.7% |
| 30D | +6.6% | -13.4% | +19.9% | +9.8% |
| 3M | +30.1% | +3.1% | +27.0% | +28.6% |
| 6M | -7.1% | +3.8% | -10.9% | -8.6% |
| YTD | +12.0% | -15.3% | +27.2% | +15.0% |
| 1Y | +41.2% | -11.1% | +52.3% | +43.5% |
| 3Y | +251.0% | +52.0% | +199.0% | +220.0% |
| 5Y | +226.7% | +40.9% | +185.8% | +186.7% |
| All | +226.7% | +41.7% | +185.0% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling