+319.2%
GDX vs MS
+576.8%
-257.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.5% |
| 7D | +11.5% | +0.8% | +10.7% | +11.3% |
| 30D | -3.1% | -0.7% | -2.4% | -3.0% |
| 3M | -4.4% | -12.4% | +7.9% | -2.8% |
| 6M | -8.6% | -1.7% | -6.8% | -8.1% |
| YTD | +0.8% | +8.0% | -7.2% | +0.2% |
| 1Y | +14.7% | +16.2% | -1.6% | +13.2% |
| 3Y | +228.8% | +171.3% | +57.5% | +200.8% |
| 5Y | +173.4% | +124.8% | +48.6% | +150.5% |
| 10Y | +319.2% | +553.7% | -234.4% | +371.0% |
| All | +319.2% | +576.8% | -257.6% | +371.0% |
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