+315.3%
GDX vs GRMN
+628.0%
-312.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | +9.9% | -13.1% | +23.0% | +13.0% |
| 3M | +28.2% | +14.9% | +13.3% | +24.2% |
| 6M | -2.9% | +13.1% | -16.0% | -5.5% |
| YTD | +16.0% | +35.3% | -19.3% | +9.1% |
| 1Y | +49.9% | +16.0% | +33.9% | +44.5% |
| 3Y | +263.6% | +179.6% | +84.0% | +186.5% |
| 5Y | +233.6% | +75.0% | +158.6% | +179.0% |
| 10Y | +315.3% | +644.1% | -328.8% | +164.2% |
| All | +315.3% | +628.0% | -312.7% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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