+190.9%
GDX vs GRAB
-74.3%
+265.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -2.2% | -10.8% | +8.6% | -1.1% |
| 30D | +6.8% | -15.5% | +22.3% | +8.5% |
| 3M | +24.9% | -9.0% | +33.9% | +25.9% |
| 6M | -4.2% | -21.6% | +17.4% | -2.0% |
| YTD | +13.2% | -38.9% | +52.1% | +18.4% |
| 1Y | +40.2% | -44.8% | +85.0% | +47.9% |
| 3Y | +249.6% | -18.4% | +268.0% | +252.1% |
| 5Y | +230.4% | -71.6% | +302.0% | +241.4% |
| All | +190.9% | -74.3% | +265.3% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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