+368.2%
GDX vs TW
+206.7%
+161.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -2.2% | -4.5% | +2.3% | -1.2% |
| 30D | +6.8% | -2.3% | +9.0% | +7.2% |
| 3M | +24.9% | +2.6% | +22.3% | +23.4% |
| 6M | -4.2% | -17.5% | +13.3% | -0.7% |
| YTD | +13.2% | -5.3% | +18.5% | +12.6% |
| 1Y | +40.2% | -14.8% | +55.0% | +43.4% |
| 3Y | +249.6% | +18.8% | +230.8% | +222.7% |
| 5Y | +230.4% | +20.7% | +209.7% | +195.1% |
| All | +368.2% | +206.7% | +161.5% | +232.5% |
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