+41.2%
GDX vs TCOM
-46.8%
+88.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -5.4% | -6.5% | +1.1% | -4.6% |
| 30D | +6.6% | -16.2% | +22.8% | +9.0% |
| 3M | +30.1% | -19.3% | +49.4% | +34.0% |
| 6M | -7.1% | -27.2% | +20.1% | -2.3% |
| YTD | +12.0% | -46.2% | +58.1% | +21.4% |
| 1Y | +41.2% | -46.6% | +87.8% | +51.5% |
| All | +41.2% | -46.8% | +88.0% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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