+14.7%
GDX vs TMF
-25.6%
+40.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.6% | -3.8% |
| 7D | +11.5% | -1.1% | +12.5% | +12.1% |
| 30D | -3.1% | +11.8% | -14.9% | -7.8% |
| 3M | -4.4% | -4.0% | -0.4% | -2.7% |
| 6M | -8.6% | -16.5% | +8.0% | -2.7% |
| YTD | +0.8% | -19.9% | +20.7% | +9.1% |
| 1Y | +14.7% | -25.6% | +40.2% | +28.7% |
| All | +14.7% | -25.6% | +40.2% | +28.7% |
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