+224.1%
GDX vs MKSI
+84.1%
+140.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -2.2% | +2.7% | -4.9% | -2.7% |
| 30D | +6.8% | -12.8% | +19.5% | +9.3% |
| 3M | +24.9% | -22.5% | +47.5% | +29.2% |
| 6M | -4.2% | +19.4% | -23.6% | -8.3% |
| YTD | +13.2% | +67.7% | -54.5% | +2.7% |
| 1Y | +40.2% | +131.4% | -91.2% | +20.6% |
| 3Y | +249.6% | +197.3% | +52.3% | +177.6% |
| All | +224.1% | +84.1% | +140.0% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling