+226.7%
GDX vs TXG
-64.0%
+290.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -5.4% | +5.0% | -10.4% | -6.0% |
| 30D | +6.6% | +13.5% | -7.0% | +4.7% |
| 3M | +30.1% | +128.0% | -97.9% | +16.3% |
| 6M | -7.1% | +224.4% | -231.5% | -20.8% |
| YTD | +12.0% | +307.0% | -295.0% | -7.1% |
| 1Y | +41.2% | +427.2% | -386.0% | +13.4% |
| 3Y | +251.0% | +40.2% | +210.8% | +215.7% |
| 5Y | +226.7% | -64.0% | +290.8% | +175.9% |
| All | +226.7% | -64.0% | +290.8% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling