+294.9%
GDX vs TXG
+16.0%
+278.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +18.6% | +32.0% | -13.4% | +14.4% |
| 3M | +14.9% | +87.0% | -72.1% | +5.8% |
| 6M | -6.3% | +180.1% | -186.3% | -18.1% |
| YTD | +15.7% | +284.1% | -268.4% | -2.5% |
| 1Y | +54.8% | +361.7% | -306.8% | +27.1% |
| 3Y | +253.4% | +15.9% | +237.5% | +225.4% |
| 5Y | +219.7% | -66.2% | +285.8% | +210.0% |
| All | +294.9% | +16.0% | +278.9% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling