+150.7%
GDX vs TEL
+42.2%
+108.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -6.8% | +4.5% | -11.3% | -8.3% |
| 30D | -2.1% | +2.9% | -5.0% | -3.2% |
| 3M | -7.5% | +1.1% | -8.6% | -8.0% |
| 6M | -15.2% | +5.0% | -20.2% | -16.7% |
| YTD | -4.8% | -3.9% | -0.9% | -4.7% |
| 1Y | +6.7% | -7.4% | +14.2% | +8.0% |
| 3Y | +212.7% | +81.0% | +131.7% | +152.2% |
| All | +150.7% | +42.2% | +108.6% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling