+260.9%
GDX vs TER
+234.6%
+26.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -3.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +18.6% | -8.3% | +26.9% | +20.1% |
| 3M | +14.9% | -12.2% | +27.1% | +15.2% |
| 6M | -6.3% | +17.1% | -23.3% | -11.6% |
| YTD | +15.7% | +84.7% | -68.9% | +2.7% |
| 1Y | +54.8% | +199.9% | -145.1% | +29.4% |
| All | +260.9% | +234.6% | +26.3% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling