+24.8%
GDX vs TAP
+4.4%
+20.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.0% | +9.1% |
| 7D | +0.8% | +9.9% | -9.2% | +1.3% |
| 30D | -3.2% | +18.1% | -21.4% | -2.5% |
| 3M | +8.6% | +3.2% | +5.4% | +9.1% |
| 6M | -1.2% | +8.4% | -9.7% | -0.5% |
| YTD | -1.4% | -4.4% | +3.0% | -0.2% |
| 1Y | +24.8% | +3.2% | +21.5% | +24.1% |
| All | +24.8% | +4.4% | +20.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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