+260.9%
GDX vs TMF
-42.2%
+303.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.2% |
| 30D | +18.6% | -2.8% | +21.5% | +19.1% |
| 3M | +14.9% | -10.9% | +25.8% | +16.8% |
| 6M | -6.3% | -21.3% | +15.1% | -3.3% |
| YTD | +15.7% | -15.9% | +31.6% | +18.4% |
| 1Y | +54.8% | -15.7% | +70.6% | +58.0% |
| All | +260.9% | -42.2% | +303.1% | +284.8% |
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