+48.7%
GDX vs TPR
+17.1%
+31.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | +18.6% | -23.0% | +41.6% | +28.4% |
| 3M | +14.9% | -12.5% | +27.4% | +18.7% |
| 6M | -6.3% | -21.4% | +15.2% | -1.0% |
| YTD | +15.7% | -3.5% | +19.2% | +18.0% |
| All | +48.7% | +17.1% | +31.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling