+54.8%
GDX vs TEL
+2.3%
+52.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | +3.0% | -3.3% | -2.1% |
| 30D | +18.6% | -3.9% | +22.5% | +21.0% |
| 3M | +14.9% | -5.1% | +20.0% | +17.9% |
| 6M | -6.3% | +0.6% | -6.9% | -8.2% |
| YTD | +15.7% | -7.3% | +23.0% | +15.1% |
| 1Y | +54.8% | +1.1% | +53.7% | +44.7% |
| All | +54.8% | +2.3% | +52.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling