+187.7%
GDX vs MAGS
+187.1%
+0.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.4% | -1.8% | -3.6% | -4.9% |
| 30D | +6.6% | +1.1% | +5.5% | +6.2% |
| 3M | +30.1% | +7.7% | +22.4% | +27.3% |
| 6M | -7.1% | +11.7% | -18.8% | -9.6% |
| YTD | +12.0% | +4.9% | +7.1% | +10.3% |
| 1Y | +41.2% | +14.3% | +26.9% | +36.9% |
| 3Y | +251.0% | +128.9% | +122.1% | +193.6% |
| All | +187.7% | +187.1% | +0.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MAGS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling