+214.2%
GDX vs MS
+582.0%
-367.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | +18.6% | -0.3% | +18.9% | +18.6% |
| 3M | +14.9% | +0.3% | +14.6% | +14.9% |
| 6M | -6.3% | +31.3% | -37.6% | -9.1% |
| YTD | +15.7% | +24.7% | -8.9% | +12.8% |
| 1Y | +54.8% | +47.9% | +6.9% | +48.1% |
| 3Y | +253.4% | +178.3% | +75.1% | +212.5% |
| 5Y | +219.7% | +144.9% | +74.8% | +184.6% |
| 10Y | +300.2% | +804.5% | -504.3% | +199.4% |
| All | +214.2% | +582.0% | -367.8% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling