+192.9%
GDX vs TEM
+46.9%
+146.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.7% | -3.1% |
| 7D | -5.4% | -9.2% | +3.8% | -4.6% |
| 30D | +6.6% | +5.5% | +1.1% | +5.9% |
| 3M | +30.1% | +18.7% | +11.4% | +28.0% |
| 6M | -7.1% | +15.4% | -22.5% | -8.6% |
| YTD | +12.0% | -0.5% | +12.5% | +10.8% |
| 1Y | +41.2% | -24.8% | +66.1% | +41.1% |
| All | +192.9% | +46.9% | +146.1% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling