+189.5%
GDX vs TRMB
+394.6%
-205.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.2% |
| 7D | +15.6% | -17.0% | +32.5% | +18.9% |
| 30D | +2.4% | -9.0% | +11.4% | +3.5% |
| 3M | +1.7% | -8.1% | +9.9% | +2.6% |
| 6M | -3.3% | -10.1% | +6.8% | -2.4% |
| YTD | +6.6% | -30.2% | +36.8% | +12.6% |
| 1Y | +27.0% | -30.7% | +57.7% | +34.3% |
| 3Y | +243.4% | +32.6% | +210.7% | +214.5% |
| 5Y | +194.2% | -38.1% | +232.3% | +206.6% |
| 10Y | +310.1% | +98.9% | +211.2% | +219.9% |
| All | +189.5% | +394.6% | -205.1% | +32.0% |
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