+235.4%
GDX vs TPG
+78.6%
+156.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.8% |
| 7D | +1.9% | -6.5% | +8.4% | +3.1% |
| 30D | +9.9% | +0.1% | +9.8% | +9.7% |
| 3M | +28.2% | +14.5% | +13.7% | +24.8% |
| 6M | -2.9% | +17.3% | -20.2% | -6.1% |
| YTD | +16.0% | -20.5% | +36.5% | +19.4% |
| 1Y | +49.9% | -13.2% | +63.1% | +51.6% |
| 3Y | +263.6% | +87.7% | +175.8% | +205.9% |
| All | +235.4% | +78.6% | +156.8% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling