+185.4%
GDX vs MS
+111.6%
+73.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +13.6% | -1.6% | +15.2% | +14.1% |
| 30D | +2.5% | -3.8% | +6.3% | +3.7% |
| 3M | +4.4% | -14.6% | +19.0% | +9.3% |
| 6M | -5.2% | -5.1% | -0.2% | -3.2% |
| YTD | +2.1% | +4.5% | -2.4% | +1.4% |
| 1Y | +24.7% | +13.5% | +11.2% | +21.6% |
| 3Y | +211.3% | +160.4% | +50.9% | +142.2% |
| All | +185.4% | +111.6% | +73.8% | +115.7% |
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