+224.1%
GDX vs TMO
+7.9%
+216.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.2% | -0.6% | -1.5% | -2.0% |
| 30D | +6.8% | +1.1% | +5.6% | +6.5% |
| 3M | +24.9% | +28.3% | -3.4% | +16.8% |
| 6M | -4.2% | +23.3% | -27.5% | -9.7% |
| YTD | +13.2% | +5.5% | +7.8% | +11.1% |
| 1Y | +40.2% | +24.5% | +15.7% | +31.8% |
| 3Y | +249.6% | +19.6% | +230.0% | +230.6% |
| All | +224.1% | +7.9% | +216.2% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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