+263.6%
GDX vs IRM
+101.3%
+162.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +18.6% | -8.1% | +26.7% | +21.8% |
| 3M | +14.9% | -9.7% | +24.6% | +18.7% |
| 6M | -6.3% | +10.0% | -16.2% | -9.2% |
| YTD | +15.7% | +43.0% | -27.3% | +3.0% |
| 1Y | +54.8% | +32.7% | +22.2% | +40.6% |
| All | +263.6% | +101.3% | +162.3% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling