+228.9%
GDX vs TMF
-87.5%
+316.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.1% |
| 3M | +14.9% | -10.9% | +25.8% | +16.9% |
| 6M | -6.3% | -21.3% | +15.1% | -2.8% |
| YTD | +15.7% | -15.9% | +31.6% | +18.7% |
| 1Y | +54.8% | -15.7% | +70.6% | +58.4% |
| 3Y | +253.4% | -43.4% | +296.8% | +274.6% |
| All | +228.9% | -87.5% | +316.4% | +295.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling