+40.2%
GDX vs TXN
+49.4%
-9.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -0.1% |
| 7D | -2.2% | +4.0% | -6.1% | -3.4% |
| 30D | +6.8% | -2.9% | +9.6% | +7.7% |
| 3M | +24.9% | -9.1% | +34.0% | +28.0% |
| 6M | -4.2% | +36.6% | -40.8% | -14.1% |
| YTD | +13.2% | +57.5% | -44.3% | -2.8% |
| 1Y | +40.2% | +49.5% | -9.3% | +17.9% |
| All | +40.2% | +49.4% | -9.2% | +17.9% |
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