+227.7%
GDX vs GRMN
+76.7%
+151.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +9.5% | -11.3% | +20.8% | +12.3% |
| 3M | +25.1% | +17.7% | +7.4% | +20.2% |
| 6M | -2.9% | +14.2% | -17.1% | -6.0% |
| YTD | +14.7% | +37.0% | -22.3% | +7.2% |
| 1Y | +47.4% | +17.0% | +30.4% | +41.3% |
| 3Y | +259.7% | +183.2% | +76.5% | +167.9% |
| 5Y | +227.7% | +77.3% | +150.4% | +136.8% |
| All | +227.7% | +76.7% | +151.0% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling