+224.8%
GDX vs TXG
+7.8%
+217.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -6.8% | -1.8% | -5.0% | -6.6% |
| 30D | -2.1% | -20.4% | +18.3% | +0.4% |
| 3M | -7.5% | +0.1% | -7.6% | -8.4% |
| 6M | -15.2% | +176.2% | -191.3% | -26.3% |
| YTD | -4.8% | +256.8% | -261.6% | -19.9% |
| 1Y | +6.7% | +255.9% | -249.2% | -10.3% |
| 3Y | +212.7% | +60.2% | +152.5% | +176.0% |
| 5Y | +151.7% | -65.1% | +216.7% | +142.0% |
| All | +224.8% | +7.8% | +217.1% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling