+214.2%
GDX vs TXN
+1,222.8%
-1,008.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | -6.9% | +25.6% | +20.9% |
| 3M | +14.9% | -14.9% | +29.8% | +19.5% |
| 6M | -6.3% | +29.0% | -35.3% | -13.0% |
| YTD | +15.7% | +51.5% | -35.7% | +2.9% |
| 1Y | +54.8% | +41.6% | +13.3% | +39.8% |
| 3Y | +253.4% | +65.8% | +187.6% | +197.0% |
| 5Y | +219.7% | +56.8% | +162.8% | +168.9% |
| 10Y | +300.2% | +387.5% | -87.3% | +129.6% |
| All | +214.2% | +1,222.8% | -1,008.6% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling