+6.7%
GDX vs TCOM
-41.4%
+48.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -6.8% | -1.8% | -5.0% | -6.6% |
| 30D | -2.1% | +12.1% | -14.2% | -3.3% |
| 3M | -7.5% | -3.2% | -4.3% | -7.1% |
| 6M | -15.2% | -16.6% | +1.5% | -12.3% |
| YTD | -4.8% | -39.4% | +34.6% | +0.1% |
| 1Y | +6.7% | -41.5% | +48.2% | +15.0% |
| All | +6.7% | -41.4% | +48.1% | +15.0% |
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