+24.8%
GDX vs TXG
+406.9%
-382.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.4% | +5.6% | +8.1% |
| 7D | +0.8% | -19.3% | +20.0% | +6.3% |
| 30D | -3.2% | -30.9% | +27.7% | +5.4% |
| 3M | +8.6% | +41.1% | -32.5% | -4.8% |
| 6M | -1.2% | +211.9% | -213.1% | -31.2% |
| YTD | -1.4% | +314.0% | -315.4% | -35.5% |
| 1Y | +24.8% | +405.4% | -380.6% | -21.7% |
| All | +24.8% | +406.9% | -382.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling