+173.4%
GDX vs IRM
+181.9%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.4% | -5.4% |
| 7D | +11.5% | -5.1% | +16.5% | +13.2% |
| 30D | -3.1% | -3.3% | +0.1% | -2.3% |
| 3M | -4.4% | -8.2% | +3.7% | -2.0% |
| 6M | -8.6% | -12.8% | +4.2% | -4.4% |
| YTD | +0.8% | +36.6% | -35.8% | -10.0% |
| 1Y | +14.7% | +11.9% | +2.8% | +9.3% |
| 3Y | +228.8% | +105.1% | +123.6% | +138.3% |
| 5Y | +173.4% | +182.4% | -9.0% | +84.6% |
| All | +173.4% | +181.9% | -8.5% | +84.6% |
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