+211.5%
GDX vs TTWO
+1,267.3%
-1,055.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | +9.5% | -13.5% | +23.0% | +12.0% |
| 3M | +25.1% | +0.3% | +24.7% | +24.7% |
| 6M | -2.9% | +0.8% | -3.8% | -3.5% |
| YTD | +14.7% | -16.7% | +31.4% | +17.7% |
| 1Y | +47.4% | -14.3% | +61.7% | +50.4% |
| 3Y | +259.7% | +49.4% | +210.3% | +234.0% |
| 5Y | +227.7% | +33.8% | +193.9% | +203.7% |
| 10Y | +289.0% | +392.8% | -103.9% | +183.7% |
| All | +211.5% | +1,267.3% | -1,055.8% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling