+214.2%
GDX vs TFC
+168.4%
+45.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | +18.6% | -1.3% | +19.9% | +18.7% |
| 3M | +14.9% | +6.1% | +8.8% | +14.2% |
| 6M | -6.3% | +7.3% | -13.6% | -6.9% |
| YTD | +15.7% | +8.2% | +7.5% | +14.7% |
| 1Y | +54.8% | +14.4% | +40.4% | +52.7% |
| 3Y | +253.4% | +93.7% | +159.7% | +230.1% |
| 5Y | +219.7% | +16.4% | +203.3% | +209.0% |
| 10Y | +300.2% | +101.6% | +198.6% | +252.1% |
| All | +214.2% | +168.4% | +45.8% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling