+285.7%
GDXJ vs GRMN
+190.9%
+94.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.2% | +0.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.3% |
| 30D | +5.0% | -8.5% | +13.4% | +6.8% |
| 3M | +24.1% | +19.5% | +4.6% | +19.2% |
| 6M | -7.4% | +21.2% | -28.5% | -11.0% |
| YTD | +10.2% | +41.0% | -30.8% | +3.5% |
| 1Y | +42.5% | +19.6% | +23.0% | +36.2% |
| 3Y | +285.7% | +183.8% | +101.9% | +201.7% |
| All | +285.7% | +190.9% | +94.8% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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