+6.7%
GDX vs TYL
-8.8%
+15.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -6.8% | +0.8% | -7.6% | -6.7% |
| 30D | -2.1% | +21.1% | -23.2% | -0.8% |
| 3M | -7.5% | +28.9% | -36.4% | -5.7% |
| 6M | -15.2% | +42.0% | -57.2% | -13.3% |
| YTD | -4.8% | -6.6% | +1.8% | -2.8% |
| 1Y | +6.7% | -9.1% | +15.8% | +7.8% |
| All | +6.7% | -8.8% | +15.5% | +7.8% |
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