+243.4%
GDX vs TRMB
+29.6%
+213.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.3% |
| 7D | +15.6% | -17.0% | +32.5% | +17.5% |
| 30D | +2.4% | -9.0% | +11.4% | +2.5% |
| 3M | +1.7% | -8.1% | +9.9% | +1.6% |
| 6M | -3.3% | -10.1% | +6.8% | -3.3% |
| YTD | +6.6% | -30.2% | +36.8% | +11.0% |
| 1Y | +27.0% | -30.7% | +57.7% | +32.5% |
| 3Y | +243.4% | +32.6% | +210.7% | +170.9% |
| All | +243.4% | +29.6% | +213.7% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling