+213.6%
GDX vs TMF
-69.2%
+282.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +13.6% | +1.2% | +12.4% | +13.5% |
| 30D | +2.5% | +19.7% | -17.2% | +0.4% |
| 3M | +4.4% | -2.1% | +6.5% | +4.6% |
| 6M | -5.2% | -13.4% | +8.2% | -3.8% |
| YTD | +2.1% | -16.7% | +18.9% | +4.1% |
| 1Y | +24.7% | -23.3% | +48.0% | +28.1% |
| 3Y | +211.3% | -24.8% | +236.1% | +215.5% |
| 5Y | +186.7% | -88.0% | +274.7% | +237.8% |
| 10Y | +285.3% | -84.7% | +370.0% | +335.0% |
| All | +213.6% | -69.2% | +282.7% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling