+258.1%
GDX vs TGT
+41.4%
+216.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.9% | -3.6% | +5.5% | +2.1% |
| 30D | +9.9% | +4.4% | +5.5% | +9.6% |
| 3M | +28.2% | +25.4% | +2.8% | +26.4% |
| 6M | -2.9% | +33.4% | -36.3% | -4.8% |
| YTD | +16.0% | +65.6% | -49.6% | +11.8% |
| 1Y | +49.9% | +80.3% | -30.4% | +43.4% |
| All | +258.1% | +41.4% | +216.7% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling