+245.7%
GDX vs GNRC
+57.0%
+188.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.0% |
| 7D | -5.4% | -0.7% | -4.6% | -5.3% |
| 30D | +6.6% | -15.8% | +22.4% | +10.1% |
| 3M | +30.1% | -24.0% | +54.1% | +36.2% |
| 6M | -7.1% | -13.8% | +6.7% | -5.2% |
| YTD | +12.0% | +33.2% | -21.3% | +6.2% |
| 1Y | +41.2% | -1.8% | +43.0% | +39.6% |
| All | +245.7% | +57.0% | +188.7% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling