+249.6%
GDX vs TEVA
+280.8%
-31.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | -2.2% | +2.0% | -4.2% | -2.4% |
| 30D | +6.8% | +1.0% | +5.8% | +6.6% |
| 3M | +24.9% | +7.3% | +17.6% | +23.7% |
| 6M | -4.2% | +21.7% | -25.9% | -6.9% |
| YTD | +13.2% | +18.8% | -5.6% | +10.4% |
| 1Y | +40.2% | +86.5% | -46.3% | +30.5% |
| 3Y | +249.6% | +269.4% | -19.8% | +200.2% |
| All | +249.6% | +280.8% | -31.2% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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