+214.2%
GDX vs TGT
+459.0%
-244.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +18.6% | +12.2% | +6.4% | +16.8% |
| 3M | +14.9% | +33.8% | -18.9% | +10.3% |
| 6M | -6.3% | +39.3% | -45.5% | -10.6% |
| YTD | +15.7% | +72.9% | -57.1% | +6.9% |
| 1Y | +54.8% | +84.6% | -29.7% | +41.5% |
| 3Y | +253.4% | +46.2% | +207.2% | +227.5% |
| 5Y | +219.7% | -21.3% | +241.0% | +218.2% |
| 10Y | +300.2% | +213.5% | +86.7% | +211.5% |
| All | +214.2% | +459.0% | -244.8% | +102.5% |
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