+349.2%
GDX vs TPR
+378.8%
-29.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | +0.7% | +6.4% | -5.7% | +0.2% |
| 30D | -3.8% | +13.8% | -17.5% | -4.8% |
| 3M | -5.4% | -16.6% | +11.2% | -4.2% |
| 6M | -12.7% | +0.7% | -13.4% | -12.9% |
| YTD | -0.7% | +5.3% | -6.0% | -1.2% |
| 1Y | +11.9% | +32.4% | -20.5% | +9.6% |
| 3Y | +223.9% | +406.4% | -182.5% | +190.0% |
| 5Y | +163.2% | +227.9% | -64.7% | +137.9% |
| 10Y | +349.2% | +371.7% | -22.6% | +281.9% |
| All | +349.2% | +378.8% | -29.7% | +281.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling