+40.2%
GDX vs MRK
+76.4%
-36.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | -2.2% | -4.3% | +2.1% | -1.2% |
| 30D | +6.8% | +8.3% | -1.5% | +5.4% |
| 3M | +24.9% | +20.0% | +4.9% | +22.1% |
| 6M | -4.2% | +25.7% | -29.9% | -6.8% |
| YTD | +13.2% | +38.7% | -25.5% | +11.0% |
| 1Y | +40.2% | +74.7% | -34.5% | +39.7% |
| All | +40.2% | +76.4% | -36.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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