+4.0%
GDX vs TXT
+2.5%
+1.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | -6.2% | +13.3% | -19.4% | -11.1% |
| 3M | -10.0% | -5.1% | -4.9% | -7.6% |
| 6M | -15.8% | -7.1% | -8.6% | -12.5% |
| YTD | -4.6% | -3.2% | -1.4% | -6.6% |
| 1Y | +4.0% | +2.3% | +1.7% | -2.1% |
| All | +4.0% | +2.5% | +1.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling