+167.7%
GDX vs MAS
+392.0%
-224.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.6% | +3.4% | +8.0% |
| 7D | +0.8% | +14.2% | -13.4% | -1.6% |
| 30D | -3.2% | +26.8% | -30.1% | -7.4% |
| 3M | +8.6% | +13.1% | -4.6% | +6.1% |
| 6M | -1.2% | +27.9% | -29.2% | -5.8% |
| YTD | -1.4% | +38.7% | -40.0% | -7.5% |
| 1Y | +24.8% | +40.4% | -15.6% | +16.7% |
| 3Y | +197.3% | +66.1% | +131.2% | +165.9% |
| 5Y | +185.5% | +47.4% | +138.1% | +157.2% |
| 10Y | +272.1% | +238.3% | +33.7% | +182.2% |
| All | +167.7% | +392.0% | -224.3% | +81.9% |
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