+6.7%
GDX vs TER
+41.9%
-35.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +1.1% |
| 7D | -6.8% | +14.4% | -21.2% | -10.1% |
| 30D | -2.1% | -30.6% | +28.5% | +6.6% |
| 3M | -7.5% | -39.2% | +31.7% | +3.5% |
| 6M | -15.2% | -31.3% | +16.1% | -12.8% |
| YTD | -4.8% | +29.1% | -33.9% | -24.0% |
| 1Y | +6.7% | +47.4% | -40.7% | -19.1% |
| All | +6.7% | +41.9% | -35.2% | -19.1% |
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 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