+214.2%
GDX vs TXT
+91.8%
+122.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -4.8% | +4.4% | +0.4% |
| 30D | +18.6% | -10.6% | +29.2% | +20.8% |
| 3M | +14.9% | -13.2% | +28.1% | +17.6% |
| 6M | -6.3% | -20.3% | +14.1% | -2.6% |
| YTD | +15.7% | -9.3% | +25.0% | +17.5% |
| 1Y | +54.8% | -2.7% | +57.5% | +55.3% |
| 3Y | +253.4% | +1.4% | +252.1% | +249.0% |
| 5Y | +219.7% | +9.6% | +210.1% | +208.8% |
| 10Y | +300.2% | +94.9% | +205.3% | +231.4% |
| All | +214.2% | +91.8% | +122.4% | +126.1% |
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 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