+293.7%
GDX vs TW
+301.3%
-7.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -6.8% | +3.9% | -10.7% | -7.6% |
| 30D | -2.1% | +19.9% | -22.0% | -5.8% |
| 3M | -7.5% | +25.9% | -33.5% | -12.1% |
| 6M | -15.2% | +21.1% | -36.3% | -19.2% |
| YTD | -4.8% | +23.9% | -28.7% | -10.7% |
| 1Y | +6.7% | +21.2% | -14.5% | +0.7% |
| 3Y | +212.7% | +44.8% | +168.0% | +178.2% |
| 5Y | +151.7% | +41.4% | +110.3% | +119.4% |
| All | +293.7% | +301.3% | -7.7% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling