+258.1%
GDX vs TE
-22.1%
+280.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +1.2% |
| 7D | +1.9% | +15.0% | -13.1% | +1.0% |
| 30D | +9.9% | -7.5% | +17.5% | +10.2% |
| 3M | +28.2% | -42.0% | +70.2% | +30.9% |
| 6M | -2.9% | -31.4% | +28.5% | -2.1% |
| YTD | +16.0% | -26.5% | +42.5% | +16.4% |
| 1Y | +49.9% | +153.1% | -103.2% | +44.1% |
| All | +258.1% | -22.1% | +280.2% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling