+310.1%
GDX vs TYL
+174.6%
+135.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +15.6% | +3.5% | +12.0% | +15.0% |
| 30D | +2.4% | +26.9% | -24.5% | -1.2% |
| 3M | +1.7% | +33.8% | -32.1% | -2.9% |
| 6M | -3.3% | +28.8% | -32.1% | -7.7% |
| YTD | +6.6% | -7.9% | +14.5% | +7.4% |
| 1Y | +27.0% | -9.8% | +36.7% | +28.3% |
| 3Y | +243.4% | +1.2% | +242.2% | +235.3% |
| 5Y | +194.2% | -22.8% | +217.0% | +192.1% |
| 10Y | +310.1% | +168.8% | +141.3% | +264.7% |
| All | +310.1% | +174.6% | +135.6% | +264.7% |
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