+14.7%
GDX vs TYL
-8.1%
+22.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.3% | -5.4% |
| 7D | +11.5% | +4.3% | +7.1% | +11.7% |
| 30D | -3.1% | +28.0% | -31.1% | -1.5% |
| 3M | -4.4% | +32.3% | -36.8% | -2.4% |
| 6M | -8.6% | +29.9% | -38.5% | -6.2% |
| YTD | +0.8% | -7.1% | +8.0% | +2.7% |
| 1Y | +14.7% | -9.2% | +23.9% | +15.8% |
| All | +14.7% | -8.1% | +22.7% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling