+177.3%
GDX vs TXT
+102.7%
+74.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.5% |
| 7D | +13.6% | -2.5% | +16.2% | +14.1% |
| 30D | +2.5% | +14.4% | -11.9% | 0.0% |
| 3M | +4.4% | -4.9% | +9.3% | +5.0% |
| 6M | -5.2% | -10.2% | +5.0% | -3.7% |
| YTD | +2.1% | -4.1% | +6.2% | +2.5% |
| 1Y | +24.7% | +4.0% | +20.7% | +23.5% |
| 3Y | +211.3% | +8.0% | +203.3% | +203.6% |
| 5Y | +186.7% | +8.4% | +178.2% | +176.8% |
| 10Y | +285.3% | +116.6% | +168.7% | +212.5% |
| All | +177.3% | +102.7% | +74.6% | +97.3% |
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