+150.7%
GDX vs MRK
+104.6%
+46.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -6.8% | +0.7% | -7.5% | -6.9% |
| 30D | -2.1% | +0.3% | -2.4% | -2.2% |
| 3M | -7.5% | +9.7% | -17.2% | -8.9% |
| 6M | -15.2% | +32.0% | -47.1% | -18.6% |
| YTD | -4.8% | +43.3% | -48.1% | -9.4% |
| 1Y | +6.7% | +63.7% | -56.9% | -0.1% |
| 3Y | +212.7% | +58.0% | +154.7% | +191.3% |
| All | +150.7% | +104.6% | +46.1% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling