+202.8%
GDX vs TEM
+61.6%
+141.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +18.6% | +38.4% | -19.8% | +15.6% |
| 3M | +14.9% | +23.7% | -8.8% | +12.6% |
| 6M | -6.3% | +26.0% | -32.2% | -8.5% |
| YTD | +15.7% | +9.4% | +6.3% | +13.6% |
| 1Y | +54.8% | -17.3% | +72.1% | +53.6% |
| All | +202.8% | +61.6% | +141.2% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling