+158.4%
GDX vs MRK
+822.2%
-663.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 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% | -9.6% |
| 6M | -15.2% | +32.0% | -47.1% | -20.9% |
| YTD | -4.8% | +43.3% | -48.1% | -13.0% |
| 1Y | +6.7% | +63.7% | -56.9% | -5.5% |
| 3Y | +212.7% | +58.0% | +154.7% | +174.4% |
| 5Y | +151.7% | +105.0% | +46.7% | +104.9% |
| 10Y | +330.3% | +228.6% | +101.7% | +194.9% |
| All | +158.4% | +822.2% | -663.8% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling