+49.9%
GDX vs TFC
+13.9%
+35.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.9% | -2.3% | +12.3% | +10.1% |
| 3M | +28.2% | +2.5% | +25.7% | +26.6% |
| 6M | -2.9% | +9.5% | -12.4% | -6.1% |
| YTD | +16.0% | +5.1% | +10.9% | +13.1% |
| 1Y | +49.9% | +15.5% | +34.4% | +53.4% |
| All | +49.9% | +13.9% | +35.9% | +53.4% |
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