+233.6%
GDX vs TE
-43.0%
+276.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +1.3% |
| 7D | +1.9% | +15.0% | -13.1% | +0.9% |
| 30D | +9.9% | -7.5% | +17.5% | +10.3% |
| 3M | +28.2% | -42.0% | +70.2% | +31.6% |
| 6M | -2.9% | -31.4% | +28.5% | -2.2% |
| YTD | +16.0% | -26.5% | +42.5% | +15.8% |
| 1Y | +49.9% | +153.1% | -103.2% | +38.2% |
| 3Y | +263.6% | -20.7% | +284.2% | +254.1% |
| 5Y | +233.6% | -45.4% | +279.0% | +230.0% |
| All | +233.6% | -43.0% | +276.6% | +230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling