+245.7%
GDX vs TXN
+69.4%
+176.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -5.4% | +2.0% | -7.3% | -5.8% |
| 30D | +6.6% | -8.0% | +14.5% | +8.6% |
| 3M | +30.1% | -7.8% | +37.9% | +32.2% |
| 6M | -7.1% | +32.4% | -39.5% | -12.2% |
| YTD | +12.0% | +51.7% | -39.7% | +3.4% |
| 1Y | +41.2% | +44.3% | -3.1% | +31.0% |
| All | +245.7% | +69.4% | +176.4% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling