+185.4%
GDX vs TMUS
+38.7%
+146.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +13.6% | +3.6% | +10.1% | +13.5% |
| 30D | +2.5% | -3.4% | +5.9% | +2.6% |
| 3M | +4.4% | -9.5% | +13.8% | +5.0% |
| 6M | -5.2% | -15.2% | +9.9% | -4.3% |
| YTD | +2.1% | -18.9% | +21.1% | +3.5% |
| 1Y | +24.7% | -17.7% | +42.4% | +25.9% |
| 3Y | +211.3% | +15.6% | +195.6% | +180.2% |
| All | +185.4% | +38.7% | +146.7% | +156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling