+159.0%
GDX vs TRMB
+405.0%
-246.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -4.6% | +4.1% | -8.6% | -5.3% |
| 30D | -6.2% | -7.0% | +0.8% | -5.6% |
| 3M | -10.0% | -0.9% | -9.1% | -10.6% |
| 6M | -15.8% | -1.2% | -14.5% | -16.4% |
| YTD | -4.6% | -28.7% | +24.2% | +0.4% |
| 1Y | +4.0% | -32.1% | +36.1% | +10.4% |
| 3Y | +211.1% | +33.4% | +177.7% | +184.6% |
| 5Y | +152.3% | -35.6% | +187.9% | +160.9% |
| 10Y | +331.4% | +103.8% | +227.6% | +234.9% |
| All | +159.0% | +405.0% | -246.0% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling