+227.7%
GDX vs TFC
+15.2%
+212.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.6% |
| 7D | +4.0% | +2.2% | +1.7% | +3.7% |
| 30D | +9.5% | -2.5% | +12.0% | +9.7% |
| 3M | +25.1% | +4.5% | +20.5% | +24.3% |
| 6M | -2.9% | +11.0% | -13.9% | -4.2% |
| YTD | +14.7% | +5.9% | +8.8% | +13.7% |
| 1Y | +47.4% | +14.6% | +32.8% | +45.0% |
| 3Y | +259.7% | +96.7% | +163.0% | +230.7% |
| 5Y | +227.7% | +15.6% | +212.1% | +206.8% |
| All | +227.7% | +15.2% | +212.5% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling