+226.4%
GDX vs TW
+41.7%
+184.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +0.7% | +2.8% | -2.1% | +0.7% |
| 30D | -3.8% | +18.1% | -21.8% | -4.3% |
| 3M | -5.4% | +25.2% | -30.7% | -6.3% |
| 6M | -12.7% | +19.1% | -31.8% | -13.0% |
| YTD | -0.7% | +21.9% | -22.6% | -2.1% |
| 1Y | +11.9% | +18.9% | -7.0% | +10.9% |
| All | +226.4% | +41.7% | +184.7% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling