+158.4%
GDX vs TGT
+452.7%
-294.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -6.8% | +2.6% | -9.4% | -7.1% |
| 30D | -2.1% | +4.7% | -6.8% | -2.7% |
| 3M | -7.5% | +4.6% | -12.1% | -8.1% |
| 6M | -15.2% | +34.9% | -50.0% | -18.7% |
| YTD | -4.8% | +70.9% | -75.7% | -12.0% |
| 1Y | +6.7% | +84.4% | -77.6% | -2.4% |
| 3Y | +212.7% | +69.1% | +143.6% | +183.6% |
| 5Y | +151.7% | -26.9% | +178.6% | +153.1% |
| 10Y | +330.3% | +207.6% | +122.7% | +236.3% |
| All | +158.4% | +452.7% | -294.3% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling