+281.6%
GDX vs TYL
+116.1%
+165.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.6% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | +18.6% | +18.7% | -0.1% | +15.5% |
| 3M | +14.9% | +18.1% | -3.2% | +11.4% |
| 6M | -6.3% | -1.1% | -5.1% | -6.6% |
| YTD | +15.7% | -19.8% | +35.5% | +19.3% |
| 1Y | +54.8% | -34.3% | +89.2% | +65.5% |
| 3Y | +253.4% | -8.2% | +261.7% | +249.5% |
| 5Y | +219.7% | -25.4% | +245.1% | +219.2% |
| All | +281.6% | +116.1% | +165.5% | +253.1% |
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