+214.2%
GDX vs TCOM
+584.7%
-370.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -9.5% | +9.1% | +1.0% |
| 30D | +18.6% | -10.7% | +29.3% | +20.5% |
| 3M | +14.9% | -14.6% | +29.5% | +17.1% |
| 6M | -6.3% | -19.3% | +13.1% | -3.7% |
| YTD | +15.7% | -42.9% | +58.7% | +24.4% |
| 1Y | +54.8% | -43.8% | +98.6% | +66.8% |
| 3Y | +253.4% | +2.1% | +251.3% | +241.2% |
| 5Y | +219.7% | +31.2% | +188.4% | +185.2% |
| 10Y | +300.2% | -13.9% | +314.1% | +258.6% |
| All | +214.2% | +584.7% | -370.5% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling