+259.7%
GDX vs MAGS
+128.8%
+130.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +4.0% | +1.2% | +2.7% | +3.6% |
| 30D | +9.5% | -0.1% | +9.6% | +9.5% |
| 3M | +25.1% | +3.8% | +21.3% | +23.7% |
| 6M | -2.9% | +13.2% | -16.2% | -5.8% |
| YTD | +14.7% | +4.7% | +10.0% | +13.0% |
| 1Y | +47.4% | +14.4% | +33.0% | +42.9% |
| 3Y | +259.7% | +128.6% | +131.1% | +204.3% |
| All | +259.7% | +128.8% | +130.9% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling