+258.1%
GDX vs TRGP
+261.7%
-3.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | +9.9% | +9.5% | +0.5% | +8.8% |
| 3M | +28.2% | +10.8% | +17.4% | +26.2% |
| 6M | -2.9% | +25.3% | -28.2% | -7.1% |
| YTD | +16.0% | +60.3% | -44.3% | +5.6% |
| 1Y | +49.9% | +84.6% | -34.7% | +32.4% |
| All | +258.1% | +261.7% | -3.6% | +131.0% |
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