+54.8%
GDX vs TER
+203.8%
-149.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -3.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +18.6% | -8.3% | +26.9% | +20.6% |
| 3M | +14.9% | -12.2% | +27.1% | +14.6% |
| 6M | -6.3% | +17.1% | -23.3% | -15.7% |
| YTD | +15.7% | +84.7% | -68.9% | -5.2% |
| 1Y | +54.8% | +199.9% | -145.1% | +16.9% |
| All | +54.8% | +203.8% | -149.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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