+349.2%
GDX vs MS
+575.8%
-226.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +0.9% |
| 30D | -3.8% | +0.9% | -4.7% | -3.9% |
| 3M | -5.4% | -10.8% | +5.4% | -4.0% |
| 6M | -12.7% | +0.9% | -13.6% | -12.5% |
| YTD | -0.7% | +9.8% | -10.5% | -1.5% |
| 1Y | +11.9% | +17.1% | -5.2% | +10.3% |
| 3Y | +223.9% | +175.7% | +48.2% | +195.3% |
| 5Y | +163.2% | +125.9% | +37.3% | +140.5% |
| 10Y | +349.2% | +556.2% | -207.0% | +382.6% |
| All | +349.2% | +575.8% | -226.7% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling