+22.2%
GDX vs MAS
+37.4%
-15.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.5% |
| 7D | +5.4% | +4.6% | +0.9% | +3.9% |
| 30D | -2.8% | +19.9% | -22.7% | -8.8% |
| 3M | +2.5% | +8.9% | -6.4% | -0.9% |
| 6M | -0.1% | +20.2% | -20.2% | -7.2% |
| YTD | 0.0% | +33.9% | -33.9% | -13.6% |
| 1Y | +22.2% | +34.7% | -12.4% | +5.5% |
| All | +22.2% | +37.4% | -15.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling