+24.8%
GDX vs TW
+20.8%
+4.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +9.3% |
| 7D | +0.8% | +6.0% | -5.2% | +2.5% |
| 30D | -3.2% | +18.6% | -21.8% | +1.4% |
| 3M | +8.6% | +26.5% | -18.0% | +16.0% |
| 6M | -1.2% | +13.1% | -14.4% | +3.2% |
| YTD | -1.4% | +18.5% | -19.9% | +6.8% |
| 1Y | +24.8% | +21.7% | +3.1% | +34.6% |
| All | +24.8% | +20.8% | +4.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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