+267.7%
GDX vs TE
-52.9%
+320.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | -5.9% | +12.7% | +7.0% |
| 3M | +24.9% | -45.6% | +70.5% | +28.7% |
| 6M | -4.2% | -43.4% | +39.2% | -2.4% |
| YTD | +13.2% | -31.0% | +44.2% | +13.5% |
| 1Y | +40.2% | +145.2% | -105.0% | +30.2% |
| 3Y | +249.6% | -24.1% | +273.6% | +237.7% |
| 5Y | +230.4% | -48.1% | +278.5% | +224.1% |
| All | +267.7% | -52.9% | +320.6% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling