+14.7%
GDX vs TFC
+16.8%
-2.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +11.5% | +1.7% | +9.7% | +10.8% |
| 30D | -3.1% | +9.0% | -12.1% | -5.9% |
| 3M | -4.4% | -2.1% | -2.3% | -4.4% |
| 6M | -8.6% | +3.4% | -11.9% | -11.5% |
| YTD | +0.8% | +5.3% | -4.4% | -6.5% |
| 1Y | +14.7% | +16.2% | -1.5% | +1.1% |
| All | +14.7% | +16.8% | -2.1% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling