+319.2%
GDX vs TER
+993.6%
-674.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +11.5% | -8.9% | +20.3% | +12.7% |
| 30D | -3.1% | -39.1% | +35.9% | +4.8% |
| 3M | -4.4% | -32.8% | +28.3% | +1.1% |
| 6M | -8.6% | -31.7% | +23.2% | -5.0% |
| YTD | +0.8% | +26.9% | -26.1% | -5.5% |
| 1Y | +14.7% | +33.6% | -18.9% | +6.6% |
| 3Y | +228.8% | +181.5% | +47.3% | +165.0% |
| 5Y | +173.4% | +76.1% | +97.2% | +128.5% |
| 10Y | +319.2% | +1,006.2% | -687.0% | +203.2% |
| All | +319.2% | +993.6% | -674.4% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling