+214.2%
GDX vs MRK
+832.7%
-618.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +18.6% | +17.1% | +1.5% | +14.3% |
| 3M | +14.9% | +25.9% | -11.0% | +8.6% |
| 6M | -6.3% | +26.8% | -33.1% | -11.6% |
| YTD | +15.7% | +44.9% | -29.2% | +5.6% |
| 1Y | +54.8% | +84.8% | -30.0% | +32.9% |
| 3Y | +253.4% | +50.1% | +203.3% | +214.5% |
| 5Y | +219.7% | +127.4% | +92.2% | +151.9% |
| 10Y | +300.2% | +240.0% | +60.2% | +171.8% |
| All | +214.2% | +832.7% | -618.6% | +12.2% |
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