+214.2%
GDX vs TER
+2,443.1%
-2,228.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -3.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +18.6% | -8.3% | +26.9% | +20.3% |
| 3M | +14.9% | -12.2% | +27.1% | +15.7% |
| 6M | -6.3% | +17.1% | -23.3% | -12.1% |
| YTD | +15.7% | +84.7% | -68.9% | -1.1% |
| 1Y | +54.8% | +199.9% | -145.1% | +19.0% |
| 3Y | +253.4% | +232.8% | +20.7% | +154.4% |
| 5Y | +219.7% | +198.6% | +21.1% | +126.6% |
| 10Y | +300.2% | +1,669.7% | -1,369.5% | +73.3% |
| All | +214.2% | +2,443.1% | -2,228.9% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling