+211.3%
GDX vs TMUS
+15.4%
+195.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +13.6% | +3.6% | +10.1% | +13.9% |
| 30D | +2.5% | -3.4% | +5.9% | +2.5% |
| 3M | +4.4% | -9.5% | +13.8% | +4.1% |
| 6M | -5.2% | -15.2% | +9.9% | -5.7% |
| YTD | +2.1% | -18.9% | +21.1% | +1.9% |
| 1Y | +24.7% | -17.7% | +42.4% | +24.3% |
| 3Y | +211.3% | +15.6% | +195.6% | +221.4% |
| All | +211.3% | +15.4% | +195.8% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling