+260.9%
GDX vs TPR
+292.1%
-31.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | +18.6% | -23.0% | +41.6% | +24.6% |
| 3M | +14.9% | -12.5% | +27.4% | +17.6% |
| 6M | -6.3% | -21.4% | +15.2% | -2.5% |
| YTD | +15.7% | -3.5% | +19.2% | +16.7% |
| 1Y | +54.8% | +17.4% | +37.5% | +51.2% |
| All | +260.9% | +292.1% | -31.2% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling