+227.4%
GDX vs TPG
+74.1%
+153.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -2.2% | -9.4% | +7.2% | -0.4% |
| 30D | +6.8% | -5.3% | +12.0% | +7.6% |
| 3M | +24.9% | +12.9% | +12.0% | +21.9% |
| 6M | -4.2% | +20.1% | -24.3% | -7.6% |
| YTD | +13.2% | -22.5% | +35.7% | +17.1% |
| 1Y | +40.2% | -19.7% | +59.9% | +43.8% |
| 3Y | +249.6% | +81.2% | +168.4% | +196.1% |
| All | +227.4% | +74.1% | +153.3% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling