+184.0%
GDX vs TMUS
+359.0%
-175.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +5.3% | +13.4% | +17.7% |
| 3M | +14.9% | +3.1% | +11.8% | +14.0% |
| 6M | -6.3% | -16.5% | +10.2% | -4.5% |
| YTD | +15.7% | -9.2% | +24.9% | +16.3% |
| 1Y | +54.8% | -26.5% | +81.3% | +59.9% |
| 3Y | +253.4% | +39.0% | +214.4% | +231.9% |
| 5Y | +219.7% | +40.4% | +179.3% | +198.5% |
| 10Y | +300.2% | +303.7% | -3.5% | +218.3% |
| All | +184.0% | +359.0% | -175.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling