+289.0%
GDX vs TFC
+100.2%
+188.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.8% |
| 7D | +4.0% | +2.2% | +1.7% | +3.9% |
| 30D | +9.5% | -2.5% | +12.0% | +9.5% |
| 3M | +25.1% | +4.5% | +20.5% | +24.8% |
| 6M | -2.9% | +11.0% | -13.9% | -3.3% |
| YTD | +14.7% | +5.9% | +8.8% | +14.4% |
| 1Y | +47.4% | +14.6% | +32.8% | +46.8% |
| 3Y | +259.7% | +96.7% | +163.0% | +253.7% |
| 5Y | +227.7% | +15.6% | +212.1% | +221.6% |
| 10Y | +289.0% | +98.6% | +190.4% | +299.9% |
| All | +289.0% | +100.2% | +188.7% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling