+326.3%
GDX vs TYL
+183.6%
+142.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +0.8% | -7.6% | -6.9% |
| 30D | -2.1% | +21.1% | -23.2% | -4.9% |
| 3M | -7.5% | +28.9% | -36.4% | -11.1% |
| 6M | -15.2% | +42.0% | -57.2% | -20.2% |
| YTD | -4.8% | -6.6% | +1.8% | -4.3% |
| 1Y | +6.7% | -9.1% | +15.8% | +7.8% |
| 3Y | +212.7% | +1.8% | +210.9% | +205.5% |
| 5Y | +151.7% | -22.9% | +174.6% | +149.7% |
| All | +326.3% | +183.6% | +142.7% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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