+49.9%
GDX vs IRM
+29.2%
+20.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.9% | +3.0% | -1.1% | +0.7% |
| 30D | +9.9% | -5.2% | +15.1% | +11.9% |
| 3M | +28.2% | -8.0% | +36.2% | +32.0% |
| 6M | -2.9% | +9.2% | -12.1% | -6.0% |
| YTD | +16.0% | +41.0% | -25.0% | +2.8% |
| 1Y | +49.9% | +23.3% | +26.6% | +36.6% |
| All | +49.9% | +29.2% | +20.7% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling