+289.0%
GDX vs TAP
-52.1%
+341.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.3% |
| 7D | +4.0% | -2.3% | +6.3% | +4.3% |
| 30D | +9.5% | -9.4% | +18.9% | +11.0% |
| 3M | +25.1% | -0.8% | +25.9% | +24.9% |
| 6M | -2.9% | -14.7% | +11.8% | -0.9% |
| YTD | +14.7% | -13.9% | +28.7% | +16.7% |
| 1Y | +47.4% | -18.6% | +66.0% | +51.0% |
| 3Y | +259.7% | -32.0% | +291.7% | +276.7% |
| 5Y | +227.7% | -1.0% | +228.6% | +221.3% |
| 10Y | +289.0% | -51.4% | +340.3% | +370.5% |
| All | +289.0% | -52.1% | +341.0% | +370.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling