+349.2%
GDX vs IRM
+514.0%
-164.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | +0.7% | -5.3% | +6.0% | +1.8% |
| 30D | -3.8% | -2.3% | -1.4% | -3.4% |
| 3M | -5.4% | -7.4% | +2.0% | -3.9% |
| 6M | -12.7% | -12.2% | -0.5% | -10.1% |
| YTD | -0.7% | +38.6% | -39.3% | -8.1% |
| 1Y | +11.9% | +14.9% | -3.0% | +7.8% |
| 3Y | +223.9% | +108.2% | +115.7% | +171.2% |
| 5Y | +163.2% | +183.8% | -20.7% | +108.3% |
| 10Y | +349.2% | +512.6% | -163.4% | +180.0% |
| All | +349.2% | +514.0% | -164.8% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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