+289.0%
GDX vs TMUS
+309.7%
-20.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +9.5% | +3.1% | +6.3% | +9.1% |
| 3M | +25.1% | +2.4% | +22.7% | +24.4% |
| 6M | -2.9% | -17.1% | +14.1% | -1.0% |
| YTD | +14.7% | -9.1% | +23.8% | +15.4% |
| 1Y | +47.4% | -23.6% | +71.0% | +52.0% |
| 3Y | +259.7% | +38.8% | +220.8% | +233.5% |
| 5Y | +227.7% | +43.0% | +184.7% | +202.1% |
| 10Y | +289.0% | +309.1% | -20.1% | +202.2% |
| All | +289.0% | +309.7% | -20.8% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling