+378.7%
GDX vs TW
+221.1%
+157.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | +18.6% | +3.9% | +14.7% | +17.5% |
| 3M | +14.9% | +5.7% | +9.2% | +12.6% |
| 6M | -6.3% | -14.5% | +8.3% | -3.5% |
| YTD | +15.7% | -0.9% | +16.6% | +14.0% |
| 1Y | +54.8% | -13.5% | +68.3% | +58.1% |
| 3Y | +253.4% | +25.0% | +228.5% | +222.6% |
| 5Y | +219.7% | +22.7% | +197.0% | +185.3% |
| All | +378.7% | +221.1% | +157.6% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling