+259.7%
GDX vs TCOM
+13.4%
+246.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | +4.0% | -7.6% | +11.6% | +4.9% |
| 30D | +9.5% | -12.2% | +21.7% | +11.2% |
| 3M | +25.1% | -14.2% | +39.3% | +27.1% |
| 6M | -2.9% | -25.0% | +22.1% | +0.4% |
| YTD | +14.7% | -43.7% | +58.4% | +22.3% |
| 1Y | +47.4% | -44.5% | +92.0% | +57.4% |
| 3Y | +259.7% | +13.4% | +246.3% | +263.3% |
| All | +259.7% | +13.4% | +246.3% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling