+200.2%
GDX vs TEM
+60.7%
+139.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +4.0% | +3.2% | +0.7% | +3.7% |
| 30D | +9.5% | +23.5% | -14.0% | +7.5% |
| 3M | +25.1% | +32.3% | -7.2% | +22.1% |
| 6M | -2.9% | +23.0% | -25.9% | -5.1% |
| YTD | +14.7% | +8.9% | +5.9% | +12.7% |
| 1Y | +47.4% | -19.9% | +67.3% | +46.3% |
| All | +200.2% | +60.7% | +139.4% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling