+49.9%
GDX vs TEM
-24.0%
+73.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +2.3% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +9.9% | +11.3% | -1.4% | +6.0% |
| 3M | +28.2% | +25.5% | +2.7% | +19.1% |
| 6M | -2.9% | +17.1% | -20.0% | -9.2% |
| YTD | +16.0% | +3.8% | +12.2% | +11.0% |
| 1Y | +49.9% | -24.4% | +74.2% | +54.0% |
| All | +49.9% | -24.0% | +73.8% | +54.0% |
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