+319.2%
GDX vs TFC
+82.1%
+237.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +11.5% | +1.7% | +9.7% | +11.4% |
| 30D | -3.1% | +9.0% | -12.1% | -3.4% |
| 3M | -4.4% | -2.1% | -2.3% | -4.4% |
| 6M | -8.6% | +3.4% | -11.9% | -8.7% |
| YTD | +0.8% | +5.3% | -4.4% | +0.6% |
| 1Y | +14.7% | +16.2% | -1.5% | +14.1% |
| 3Y | +228.8% | +94.8% | +134.0% | +223.3% |
| 5Y | +173.4% | -0.7% | +174.0% | +167.1% |
| 10Y | +319.2% | +80.9% | +238.4% | +407.2% |
| All | +319.2% | +82.1% | +237.2% | +407.2% |
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