+150.7%
GDX vs TER
+71.7%
+79.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +0.8% |
| 7D | -6.8% | +14.4% | -21.2% | -9.3% |
| 30D | -2.1% | -30.6% | +28.5% | +4.2% |
| 3M | -7.5% | -39.2% | +31.7% | +0.5% |
| 6M | -15.2% | -31.3% | +16.1% | -11.8% |
| YTD | -4.8% | +29.1% | -33.9% | -12.1% |
| 1Y | +6.7% | +47.4% | -40.7% | -3.6% |
| 3Y | +212.7% | +191.2% | +21.5% | +140.9% |
| All | +150.7% | +71.7% | +79.0% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling