+226.7%
GDX vs TXN
+57.5%
+169.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -5.4% | +2.0% | -7.3% | -5.9% |
| 30D | +6.6% | -8.0% | +14.5% | +8.8% |
| 3M | +30.1% | -7.8% | +37.9% | +32.3% |
| 6M | -7.1% | +32.4% | -39.5% | -13.6% |
| YTD | +12.0% | +51.7% | -39.7% | +0.8% |
| 1Y | +41.2% | +44.3% | -3.1% | +28.2% |
| 3Y | +251.0% | +71.3% | +179.7% | +191.5% |
| 5Y | +226.7% | +56.4% | +170.3% | +170.4% |
| All | +226.7% | +57.5% | +169.2% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling