+211.5%
GDX vs TDG
+12,331.5%
-12,120.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | +9.5% | -6.5% | +16.0% | +11.0% |
| 3M | +25.1% | -5.1% | +30.2% | +26.2% |
| 6M | -2.9% | -11.5% | +8.6% | -0.6% |
| YTD | +14.7% | -13.9% | +28.6% | +17.8% |
| 1Y | +47.4% | -11.5% | +58.9% | +50.1% |
| 3Y | +259.7% | +53.7% | +206.0% | +220.6% |
| 5Y | +227.7% | +135.5% | +92.1% | +163.7% |
| 10Y | +289.0% | +535.2% | -246.2% | +124.6% |
| All | +211.5% | +12,331.5% | -12,120.0% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling