+245.7%
GDX vs TDG
+50.3%
+195.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -5.4% | -2.7% | -2.7% | -5.0% |
| 30D | +6.6% | -9.3% | +15.8% | +8.0% |
| 3M | +30.1% | -7.1% | +37.2% | +31.3% |
| 6M | -7.1% | -11.2% | +4.1% | -5.9% |
| YTD | +12.0% | -15.3% | +27.2% | +13.3% |
| 1Y | +41.2% | -12.5% | +53.7% | +42.2% |
| All | +245.7% | +50.3% | +195.4% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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