+214.2%
GDX vs MAS
+312.0%
-97.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | -5.6% | +24.2% | +19.8% |
| 3M | +14.9% | +4.4% | +10.4% | +13.8% |
| 6M | -6.3% | +7.2% | -13.5% | -7.6% |
| YTD | +15.7% | +16.1% | -0.4% | +12.2% |
| 1Y | +54.8% | +0.1% | +54.7% | +53.7% |
| 3Y | +253.4% | +28.3% | +225.1% | +231.1% |
| 5Y | +219.7% | +30.5% | +189.2% | +194.6% |
| 10Y | +300.2% | +139.1% | +161.1% | +222.8% |
| All | +214.2% | +312.0% | -97.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling