+326.3%
GDX vs TMF
-82.1%
+408.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | -6.8% | -9.3% | +2.5% | -5.1% |
| 30D | -2.1% | +1.9% | -4.0% | -2.5% |
| 3M | -7.5% | -11.2% | +3.7% | -5.5% |
| 6M | -15.2% | -17.7% | +2.5% | -12.1% |
| YTD | -4.8% | -24.5% | +19.6% | 0.0% |
| 1Y | +6.7% | -29.4% | +36.2% | +13.4% |
| 3Y | +212.7% | -33.4% | +246.2% | +225.9% |
| 5Y | +151.7% | -88.7% | +240.4% | +249.7% |
| All | +326.3% | -82.1% | +408.4% | +340.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling