+24.8%
GDX vs TMUS
-20.4%
+45.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +9.7% |
| 7D | +0.8% | +7.5% | -6.7% | +2.7% |
| 30D | -3.2% | -3.3% | +0.1% | -3.4% |
| 3M | +8.6% | -9.7% | +18.2% | +7.0% |
| 6M | -1.2% | -17.2% | +16.0% | -4.9% |
| YTD | -1.4% | -20.3% | +19.0% | -2.2% |
| 1Y | +24.8% | -21.2% | +46.0% | +24.9% |
| All | +24.8% | -20.4% | +45.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling