+45.4%
MRK vs GDXJ
+285.5%
-240.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -4.3% | -2.8% | -1.5% | -4.1% |
| 30D | +8.3% | +5.0% | +3.3% | +8.0% |
| 3M | +20.0% | +24.1% | -4.0% | +19.3% |
| 6M | +25.7% | -7.4% | +33.0% | +25.6% |
| YTD | +38.7% | +10.2% | +28.5% | +38.2% |
| 1Y | +74.7% | +42.5% | +32.1% | +73.2% |
| 3Y | +45.4% | +285.7% | -240.4% | +37.8% |
| All | +45.4% | +285.5% | -240.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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