+185.4%
GDX vs TYL
-21.3%
+206.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.5% |
| 7D | +13.6% | +6.7% | +7.0% | +12.7% |
| 30D | +2.5% | +26.5% | -24.0% | -0.9% |
| 3M | +4.4% | +37.3% | -32.9% | -0.5% |
| 6M | -5.2% | +31.2% | -36.4% | -9.6% |
| YTD | +2.1% | -7.4% | +9.5% | +3.8% |
| 1Y | +24.7% | -9.6% | +34.3% | +27.3% |
| 3Y | +211.3% | +1.9% | +209.4% | +203.0% |
| All | +185.4% | -21.3% | +206.7% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling