+224.1%
GDX vs TDG
+126.1%
+98.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | +6.8% | -7.7% | +14.5% | +8.7% |
| 3M | +24.9% | -9.3% | +34.3% | +27.6% |
| 6M | -4.2% | -9.4% | +5.2% | -2.2% |
| YTD | +13.2% | -14.3% | +27.5% | +16.4% |
| 1Y | +40.2% | -11.8% | +52.0% | +42.8% |
| 3Y | +249.6% | +52.0% | +197.6% | +190.0% |
| All | +224.1% | +126.1% | +98.0% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling