+289.0%
GDX vs TPR
+305.2%
-16.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.5% |
| 7D | +4.0% | -3.4% | +7.3% | +4.3% |
| 30D | +9.5% | -27.3% | +36.8% | +12.4% |
| 3M | +25.1% | -16.2% | +41.3% | +26.8% |
| 6M | -2.9% | -17.9% | +15.0% | -1.4% |
| YTD | +14.7% | -7.1% | +21.9% | +15.5% |
| 1Y | +47.4% | +13.6% | +33.8% | +46.2% |
| 3Y | +259.7% | +293.7% | -34.1% | +226.9% |
| 5Y | +227.7% | +239.1% | -11.4% | +197.5% |
| 10Y | +289.0% | +311.2% | -22.2% | +230.8% |
| All | +289.0% | +305.2% | -16.3% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling