+211.3%
GDX vs TMF
-25.3%
+236.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +13.6% | +1.2% | +12.4% | +13.4% |
| 30D | +2.5% | +19.7% | -17.2% | -0.6% |
| 3M | +4.4% | -2.1% | +6.5% | +4.6% |
| 6M | -5.2% | -13.4% | +8.2% | -3.4% |
| YTD | +2.1% | -16.7% | +18.9% | +4.5% |
| 1Y | +24.7% | -23.3% | +48.0% | +28.7% |
| 3Y | +211.3% | -24.8% | +236.1% | +223.4% |
| All | +211.3% | -25.3% | +236.6% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling