+177.3%
GDX vs TER
+1,454.3%
-1,277.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | +13.6% | -20.5% | +34.1% | +18.4% |
| 30D | +2.5% | -47.0% | +49.5% | +16.0% |
| 3M | +4.4% | -43.3% | +47.7% | +15.6% |
| 6M | -5.2% | -42.9% | +37.7% | +2.9% |
| YTD | +2.1% | +12.9% | -10.7% | -4.4% |
| 1Y | +24.7% | +18.2% | +6.5% | +15.4% |
| 3Y | +211.3% | +151.8% | +59.5% | +134.9% |
| 5Y | +186.7% | +54.2% | +132.5% | +131.6% |
| 10Y | +285.3% | +908.2% | -622.9% | +86.0% |
| All | +177.3% | +1,454.3% | -1,277.1% | -3.1% |
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 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