+326.3%
GDX vs TRGP
+822.5%
-496.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -6.8% | +12.4% | -19.2% | -8.1% |
| 30D | -2.1% | +2.6% | -4.7% | -2.6% |
| 3M | -7.5% | +11.9% | -19.4% | -9.1% |
| 6M | -15.2% | +13.9% | -29.1% | -17.1% |
| YTD | -4.8% | +64.2% | -69.0% | -11.4% |
| 1Y | +6.7% | +78.5% | -71.8% | -1.7% |
| 3Y | +212.7% | +272.9% | -60.2% | +160.0% |
| 5Y | +151.7% | +510.7% | -359.1% | +97.5% |
| All | +326.3% | +822.5% | -496.2% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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