+214.2%
GDX vs TRMB
+437.9%
-223.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -0.4% | -2.5% | +2.1% | +0.1% |
| 30D | +18.6% | +1.5% | +17.1% | +18.3% |
| 3M | +14.9% | +6.8% | +8.1% | +13.2% |
| 6M | -6.3% | -14.9% | +8.7% | -3.7% |
| YTD | +15.7% | -24.1% | +39.8% | +21.2% |
| 1Y | +54.8% | -25.4% | +80.2% | +62.7% |
| 3Y | +253.4% | +8.0% | +245.4% | +238.8% |
| 5Y | +219.7% | -37.3% | +257.0% | +234.5% |
| 10Y | +300.2% | +116.8% | +183.4% | +209.3% |
| All | +214.2% | +437.9% | -223.8% | +42.1% |
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