+233.6%
GDX vs TW
+20.0%
+213.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.9% | -0.6% | +10.5% | +9.9% |
| 3M | +28.2% | +3.4% | +24.8% | +26.9% |
| 6M | -2.9% | -18.4% | +15.6% | +0.4% |
| YTD | +16.0% | -3.9% | +19.9% | +15.2% |
| 1Y | +49.9% | -13.3% | +63.2% | +52.6% |
| 3Y | +263.6% | +20.8% | +242.7% | +242.0% |
| 5Y | +233.6% | +20.3% | +213.3% | +191.5% |
| All | +233.6% | +20.0% | +213.5% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling