+717.4%
MRK vs GDXJ
+76.0%
+641.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.7% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +12.7% | +8.8% | +3.9% | +12.2% |
| 3M | +24.2% | +29.8% | -5.6% | +22.4% |
| 6M | +27.8% | -5.8% | +33.6% | +27.8% |
| YTD | +42.2% | +13.6% | +28.6% | +40.5% |
| 1Y | +80.2% | +54.5% | +25.7% | +74.8% |
| 3Y | +48.4% | +301.4% | -253.0% | +35.5% |
| 5Y | +133.6% | +236.3% | -102.8% | +113.7% |
| 10Y | +236.2% | +240.1% | -3.8% | +200.7% |
| All | +717.4% | +76.0% | +641.4% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling