+228.9%
GDX vs MS
+145.3%
+83.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +18.6% | -0.3% | +18.9% | +18.7% |
| 3M | +14.9% | +0.3% | +14.6% | +14.9% |
| 6M | -6.3% | +31.3% | -37.6% | -12.3% |
| YTD | +15.7% | +24.7% | -8.9% | +9.3% |
| 1Y | +54.8% | +47.9% | +6.9% | +40.9% |
| 3Y | +253.4% | +178.3% | +75.1% | +169.7% |
| All | +228.9% | +145.3% | +83.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling