+54.8%
GDX vs TXG
+372.5%
-317.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | +18.6% | +32.0% | -13.4% | +9.8% |
| 3M | +14.9% | +87.0% | -72.1% | -3.4% |
| 6M | -6.3% | +180.1% | -186.3% | -29.2% |
| YTD | +15.7% | +284.1% | -268.4% | -18.6% |
| 1Y | +54.8% | +361.7% | -306.8% | +3.2% |
| All | +54.8% | +372.5% | -317.6% | +3.2% |
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