+301.2%
GDX vs MAS
+213.7%
+87.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.5% |
| 7D | +13.6% | +2.0% | +11.7% | +13.2% |
| 30D | +2.5% | +19.4% | -16.9% | -1.0% |
| 3M | +4.4% | +9.4% | -5.0% | +2.5% |
| 6M | -5.2% | +15.3% | -20.6% | -8.1% |
| YTD | +2.1% | +31.3% | -29.2% | -3.5% |
| 1Y | +24.7% | +34.9% | -10.2% | +17.3% |
| 3Y | +211.3% | +58.6% | +152.7% | +179.3% |
| 5Y | +186.7% | +40.7% | +146.0% | +157.5% |
| All | +301.2% | +213.7% | +87.5% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling