+296.0%
GDX vs TRGP
+863.3%
-567.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | +6.8% | +8.0% | -1.3% | +5.6% |
| 3M | +24.9% | +8.3% | +16.7% | +23.3% |
| 6M | -4.2% | +23.9% | -28.1% | -7.4% |
| YTD | +13.2% | +59.6% | -46.4% | +5.8% |
| 1Y | +40.2% | +79.4% | -39.2% | +28.8% |
| 3Y | +249.6% | +269.4% | -19.8% | +190.3% |
| 5Y | +230.4% | +641.6% | -411.3% | +153.5% |
| All | +296.0% | +863.3% | -567.3% | +142.8% |
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