+54.8%
GDX vs TMF
-15.2%
+70.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +18.6% | -2.8% | +21.5% | +19.5% |
| 3M | +14.9% | -10.9% | +25.8% | +18.2% |
| 6M | -6.3% | -21.3% | +15.1% | -3.8% |
| YTD | +15.7% | -15.9% | +31.6% | +20.1% |
| 1Y | +54.8% | -15.7% | +70.6% | +57.5% |
| All | +54.8% | -15.2% | +70.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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