+326.3%
GDX vs TXT
+89.4%
+236.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -2.1% | +13.3% | -15.5% | -3.8% |
| 3M | -7.5% | -5.0% | -2.5% | -7.1% |
| 6M | -15.2% | -8.4% | -6.7% | -14.3% |
| YTD | -4.8% | -4.0% | -0.8% | -4.5% |
| 1Y | +6.7% | +2.8% | +3.9% | +6.3% |
| 3Y | +212.7% | +10.3% | +202.5% | +207.1% |
| 5Y | +151.7% | +9.2% | +142.5% | +144.9% |
| All | +326.3% | +89.4% | +236.8% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling