+310.1%
GDX vs TER
+1,026.7%
-716.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.7% | -8.3% | +2.2% |
| 7D | +15.6% | -5.8% | +21.3% | +16.1% |
| 30D | +2.4% | -38.9% | +41.4% | +10.8% |
| 3M | +1.7% | -35.1% | +36.9% | +8.3% |
| 6M | -3.3% | -31.6% | +28.3% | +0.4% |
| YTD | +6.6% | +27.2% | -20.6% | -0.1% |
| 1Y | +27.0% | +35.2% | -8.2% | +17.8% |
| 3Y | +243.4% | +192.8% | +50.6% | +174.9% |
| 5Y | +194.2% | +72.4% | +121.8% | +146.4% |
| 10Y | +310.1% | +1,001.8% | -691.7% | +188.8% |
| All | +310.1% | +1,026.7% | -716.6% | +188.8% |
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