+198.0%
GDX vs MAGS
+187.7%
+10.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +9.9% | +0.4% | +9.5% | +9.8% |
| 3M | +28.2% | +5.6% | +22.6% | +26.2% |
| 6M | -2.9% | +12.3% | -15.2% | -5.6% |
| YTD | +16.0% | +5.1% | +10.9% | +14.1% |
| 1Y | +49.9% | +14.0% | +35.9% | +45.3% |
| 3Y | +263.6% | +129.4% | +134.2% | +203.9% |
| All | +198.0% | +187.7% | +10.3% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling