+194.2%
GDX vs TFC
-0.4%
+194.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | +15.6% | +0.3% | +15.2% | +15.5% |
| 30D | +2.4% | +9.2% | -6.7% | +1.4% |
| 3M | +1.7% | -2.9% | +4.7% | +2.0% |
| 6M | -3.3% | +3.5% | -6.8% | -3.9% |
| YTD | +6.6% | +5.4% | +1.2% | +5.7% |
| 1Y | +27.0% | +17.3% | +9.7% | +24.6% |
| 3Y | +243.4% | +96.7% | +146.7% | +215.4% |
| 5Y | +194.2% | -1.1% | +195.3% | +168.6% |
| All | +194.2% | -0.4% | +194.6% | +168.6% |
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