+203.9%
GDX vs TEVA
+26.1%
+177.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -5.4% | -0.7% | -4.6% | -5.3% |
| 30D | +6.6% | -0.4% | +6.9% | +6.6% |
| 3M | +30.1% | +8.2% | +21.9% | +28.8% |
| 6M | -7.1% | +15.3% | -22.4% | -8.8% |
| YTD | +12.0% | +16.5% | -4.5% | +9.8% |
| 1Y | +41.2% | +85.7% | -44.5% | +31.6% |
| 3Y | +251.0% | +277.9% | -26.9% | +198.2% |
| 5Y | +226.7% | +295.5% | -68.8% | +172.3% |
| 10Y | +301.0% | -24.5% | +325.4% | +296.8% |
| All | +203.9% | +26.1% | +177.9% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling