+54.8%
GDX vs TXN
+44.3%
+10.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | -6.9% | +25.6% | +21.3% |
| 3M | +14.9% | -14.9% | +29.8% | +20.3% |
| 6M | -6.3% | +29.0% | -35.3% | -14.2% |
| YTD | +15.7% | +51.5% | -35.7% | +0.8% |
| 1Y | +54.8% | +41.6% | +13.3% | +29.8% |
| All | +54.8% | +44.3% | +10.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 1y: compounded portfolio wealth divided by compounded TXN 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…
1y analysis · Full analysis span regression · 6 months rolling