+171.4%
GDX vs MAS
+375.1%
-203.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.0% |
| 7D | +5.4% | +4.6% | +0.9% | +4.6% |
| 30D | -2.8% | +19.9% | -22.7% | -6.0% |
| 3M | +2.5% | +8.9% | -6.4% | +0.8% |
| 6M | -0.1% | +20.2% | -20.2% | -3.6% |
| YTD | 0.0% | +33.9% | -33.9% | -5.7% |
| 1Y | +22.2% | +34.7% | -12.4% | +15.2% |
| 3Y | +201.4% | +60.4% | +141.0% | +171.2% |
| 5Y | +180.6% | +43.5% | +137.2% | +154.0% |
| 10Y | +277.2% | +226.7% | +50.5% | +187.9% |
| All | +171.4% | +375.1% | -203.7% | +85.5% |
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 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