+289.0%
GDX vs TXT
+98.4%
+190.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +9.5% | -11.1% | +20.5% | +11.1% |
| 3M | +25.1% | -13.0% | +38.1% | +27.4% |
| 6M | -2.9% | -16.2% | +13.3% | -0.7% |
| YTD | +14.7% | -8.7% | +23.5% | +16.1% |
| 1Y | +47.4% | -3.8% | +51.2% | +48.2% |
| 3Y | +259.7% | +5.5% | +254.2% | +255.8% |
| 5Y | +227.7% | +12.3% | +215.4% | +219.9% |
| 10Y | +289.0% | +97.4% | +191.6% | +254.1% |
| All | +289.0% | +98.4% | +190.5% | +254.1% |
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