+150.7%
GDX vs TPR
+230.3%
-79.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -6.8% | -0.3% | -6.5% | -6.7% |
| 30D | -2.1% | +15.1% | -17.2% | -4.5% |
| 3M | -7.5% | +3.5% | -11.0% | -8.3% |
| 6M | -15.2% | +0.4% | -15.6% | -15.5% |
| YTD | -4.8% | +4.6% | -9.4% | -5.8% |
| 1Y | +6.7% | +33.1% | -26.4% | +2.0% |
| 3Y | +212.7% | +396.0% | -183.2% | +139.6% |
| All | +150.7% | +230.3% | -79.6% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling