+226.4%
GDX vs GRMN
+165.7%
+60.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | +0.7% | +1.7% | -0.9% | +0.4% |
| 30D | -3.8% | +10.2% | -13.9% | -5.5% |
| 3M | -5.4% | -4.7% | -0.7% | -4.8% |
| 6M | -12.7% | +22.3% | -35.0% | -16.2% |
| YTD | -0.7% | +46.7% | -47.3% | -6.8% |
| 1Y | +11.9% | +49.6% | -37.8% | +4.7% |
| All | +226.4% | +165.7% | +60.7% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling