+158.4%
GDX vs GRMN
+1,096.1%
-937.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -6.8% | -0.9% | -5.9% | -6.6% |
| 30D | -2.1% | +1.2% | -3.3% | -2.3% |
| 3M | -7.5% | -8.9% | +1.4% | -5.9% |
| 6M | -15.2% | +23.0% | -38.2% | -19.0% |
| YTD | -4.8% | +41.2% | -46.0% | -11.5% |
| 1Y | +6.7% | +47.5% | -40.8% | -1.6% |
| 3Y | +212.7% | +155.8% | +57.0% | +151.7% |
| 5Y | +151.7% | +120.2% | +31.5% | +106.2% |
| 10Y | +330.3% | +629.9% | -299.6% | +171.6% |
| All | +158.4% | +1,096.1% | -937.7% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling