+226.7%
GDX vs MRK
+128.6%
+98.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.5% | -3.2% |
| 7D | -5.4% | -5.0% | -0.4% | -4.7% |
| 30D | +6.6% | +11.0% | -4.4% | +5.3% |
| 3M | +30.1% | +22.4% | +7.7% | +27.3% |
| 6M | -7.1% | +25.4% | -32.5% | -9.4% |
| YTD | +12.0% | +39.5% | -27.5% | +8.3% |
| 1Y | +41.2% | +78.0% | -36.8% | +33.5% |
| 3Y | +251.0% | +45.5% | +205.4% | +238.6% |
| 5Y | +226.7% | +130.3% | +96.5% | +211.7% |
| All | +226.7% | +128.6% | +98.1% | +211.7% |
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 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