+291.5%
GDX vs TXG
+21.5%
+270.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.5% |
| 7D | +4.0% | +9.4% | -5.4% | +2.7% |
| 30D | +9.5% | +26.1% | -16.6% | +6.2% |
| 3M | +25.1% | +124.8% | -99.7% | +12.5% |
| 6M | -2.9% | +215.2% | -218.2% | -16.4% |
| YTD | +14.7% | +302.2% | -287.5% | -3.9% |
| 1Y | +47.4% | +370.9% | -323.5% | +20.6% |
| 3Y | +259.7% | +38.5% | +221.2% | +224.4% |
| 5Y | +227.7% | -64.4% | +292.0% | +215.6% |
| All | +291.5% | +21.5% | +270.1% | +217.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling