+171.4%
GDX vs TYL
+4,152.7%
-3,981.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +5.4% | +15.1% | -9.7% | +2.5% |
| 30D | -2.8% | +30.1% | -32.9% | -8.0% |
| 3M | +2.5% | +40.4% | -37.9% | -4.8% |
| 6M | -0.1% | +31.3% | -31.4% | -6.8% |
| YTD | 0.0% | -5.2% | +5.2% | -0.7% |
| 1Y | +22.2% | -6.6% | +28.8% | +21.7% |
| 3Y | +201.4% | +3.4% | +198.0% | +189.3% |
| 5Y | +180.6% | -19.3% | +199.9% | +178.3% |
| 10Y | +277.2% | +178.1% | +99.1% | +172.7% |
| All | +171.4% | +4,152.7% | -3,981.3% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling