+194.8%
GDX vs GRAB
-72.7%
+267.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | -0.3% |
| 7D | +4.0% | -6.1% | +10.0% | +4.6% |
| 30D | +9.5% | -11.2% | +20.7% | +10.8% |
| 3M | +25.1% | -2.4% | +27.5% | +25.2% |
| 6M | -2.9% | -18.3% | +15.4% | -1.1% |
| YTD | +14.7% | -34.9% | +49.6% | +19.3% |
| 1Y | +47.4% | -37.4% | +84.8% | +53.7% |
| 3Y | +259.7% | -12.6% | +272.3% | +259.9% |
| 5Y | +227.7% | -69.7% | +297.4% | +236.4% |
| All | +194.8% | -72.7% | +267.5% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling