+296.0%
GDX vs TGT
+207.4%
+88.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.2% | -5.2% | +3.1% | -1.8% |
| 30D | +6.8% | +1.2% | +5.6% | +6.6% |
| 3M | +24.9% | +18.4% | +6.6% | +23.4% |
| 6M | -4.2% | +33.4% | -37.7% | -6.3% |
| YTD | +13.2% | +63.8% | -50.6% | +9.0% |
| 1Y | +40.2% | +77.2% | -37.0% | +34.0% |
| 3Y | +249.6% | +41.8% | +207.8% | +237.8% |
| 5Y | +230.4% | -25.5% | +255.9% | +226.1% |
| All | +296.0% | +207.4% | +88.6% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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