+227.7%
GDX vs IRM
+192.5%
+35.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +4.0% | +1.6% | +2.3% | +3.3% |
| 30D | +9.5% | -4.2% | +13.7% | +10.9% |
| 3M | +25.1% | -5.4% | +30.5% | +27.1% |
| 6M | -2.9% | +12.0% | -15.0% | -6.8% |
| YTD | +14.7% | +42.0% | -27.3% | +1.4% |
| 1Y | +47.4% | +29.9% | +17.6% | +33.7% |
| 3Y | +259.7% | +104.4% | +155.3% | +163.3% |
| 5Y | +227.7% | +191.0% | +36.6% | +111.6% |
| All | +227.7% | +192.5% | +35.1% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling