+301.2%
GDX vs MS
+616.2%
-315.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +13.6% | -1.6% | +15.2% | +13.9% |
| 30D | +2.5% | -3.8% | +6.3% | +3.1% |
| 3M | +4.4% | -14.6% | +19.0% | +6.5% |
| 6M | -5.2% | -5.1% | -0.2% | -4.3% |
| YTD | +2.1% | +4.5% | -2.4% | +2.0% |
| 1Y | +24.7% | +13.5% | +11.2% | +23.6% |
| 3Y | +211.3% | +160.4% | +50.9% | +186.8% |
| 5Y | +186.7% | +112.9% | +73.8% | +164.5% |
| All | +301.2% | +616.2% | -315.0% | +341.3% |
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