+189.5%
GDX vs TXT
+107.2%
+82.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.0% |
| 7D | +15.6% | -3.5% | +19.1% | +16.2% |
| 30D | +2.4% | +15.2% | -12.7% | -0.2% |
| 3M | +1.7% | -4.5% | +6.2% | +2.3% |
| 6M | -3.3% | -6.1% | +2.8% | -2.4% |
| YTD | +6.6% | -2.0% | +8.6% | +6.6% |
| 1Y | +27.0% | +4.2% | +22.8% | +25.7% |
| 3Y | +243.4% | +14.4% | +229.0% | +231.7% |
| 5Y | +194.2% | +12.3% | +181.9% | +182.4% |
| 10Y | +310.1% | +101.8% | +208.3% | +237.4% |
| All | +189.5% | +107.2% | +82.2% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling