+214.8%
GDX vs MRSH
+879.7%
-664.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +1.9% | -5.9% | +7.7% | +3.7% |
| 30D | +9.9% | -7.3% | +17.2% | +12.4% |
| 3M | +28.2% | +7.4% | +20.8% | +24.7% |
| 6M | -2.9% | -0.7% | -2.2% | -4.0% |
| YTD | +16.0% | -3.2% | +19.1% | +15.1% |
| 1Y | +49.9% | -10.6% | +60.5% | +52.0% |
| 3Y | +263.6% | -4.6% | +268.1% | +257.0% |
| 5Y | +233.6% | +19.3% | +214.3% | +200.3% |
| 10Y | +315.3% | +217.3% | +98.1% | +153.1% |
| All | +214.8% | +879.7% | -664.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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