+243.4%
GDX vs MS
+169.4%
+74.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.3% |
| 7D | +15.6% | +0.7% | +14.8% | +15.2% |
| 30D | +2.4% | -0.9% | +3.4% | +2.8% |
| 3M | +1.7% | -13.0% | +14.7% | +6.5% |
| 6M | -3.3% | -2.0% | -1.3% | -1.9% |
| YTD | +6.6% | +7.8% | -1.1% | +5.1% |
| 1Y | +27.0% | +17.9% | +9.1% | +22.7% |
| 3Y | +243.4% | +174.8% | +68.6% | +154.3% |
| All | +243.4% | +169.4% | +74.0% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling