+24.8%
GDX vs TEM
-11.1%
+35.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.8% | +11.8% | +9.7% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | -3.2% | -9.5% | +6.3% | -1.7% |
| 3M | +8.6% | +60.7% | -52.1% | -6.2% |
| 6M | -1.2% | +35.5% | -36.7% | -12.1% |
| YTD | -1.4% | +28.0% | -29.4% | -11.7% |
| 1Y | +24.8% | -10.5% | +35.3% | +21.4% |
| All | +24.8% | -11.1% | +35.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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