+296.0%
GDX vs TEL
+316.2%
-20.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.1% |
| 7D | -2.2% | +1.6% | -3.8% | -2.6% |
| 30D | +6.8% | -0.7% | +7.4% | +6.8% |
| 3M | +24.9% | +2.4% | +22.5% | +23.9% |
| 6M | -4.2% | +4.1% | -8.3% | -5.3% |
| YTD | +13.2% | -5.8% | +19.0% | +14.3% |
| 1Y | +40.2% | +0.9% | +39.3% | +39.4% |
| 3Y | +249.6% | +72.6% | +177.0% | +202.0% |
| 5Y | +230.4% | +57.5% | +172.8% | +186.5% |
| All | +296.0% | +316.2% | -20.2% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling