+327.3%
GDX vs TER
+1,060.7%
-733.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -4.6% | +24.0% | -28.5% | -8.1% |
| 30D | -6.2% | -30.6% | +24.5% | -0.8% |
| 3M | -10.0% | -34.5% | +24.5% | -4.4% |
| 6M | -15.8% | -26.4% | +10.6% | -13.6% |
| YTD | -4.6% | +36.4% | -41.0% | -11.7% |
| 1Y | +4.0% | +47.4% | -43.4% | -5.0% |
| 3Y | +211.1% | +202.6% | +8.5% | +147.2% |
| 5Y | +152.3% | +83.9% | +68.4% | +108.7% |
| All | +327.3% | +1,060.7% | -733.3% | +190.1% |
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