+226.4%
GDX vs TRGP
+267.3%
-40.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | +0.7% | +2.4% | -1.6% | +0.6% |
| 30D | -3.8% | +0.8% | -4.6% | -4.0% |
| 3M | -5.4% | +10.4% | -15.8% | -6.6% |
| 6M | -12.7% | +16.3% | -28.9% | -14.8% |
| YTD | -0.7% | +61.1% | -61.8% | -9.4% |
| 1Y | +11.9% | +71.6% | -59.7% | +0.8% |
| All | +226.4% | +267.3% | -40.9% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling