+171.4%
GDX vs MS
+475.0%
-303.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.1% |
| 7D | +5.4% | -3.4% | +8.8% | +5.9% |
| 30D | -2.8% | -3.9% | +1.1% | -2.3% |
| 3M | +2.5% | -15.9% | +18.4% | +4.7% |
| 6M | -0.1% | -2.5% | +2.4% | +0.4% |
| YTD | 0.0% | +5.1% | -5.1% | -0.5% |
| 1Y | +22.2% | +13.0% | +9.3% | +20.7% |
| 3Y | +201.4% | +160.7% | +40.7% | +169.2% |
| 5Y | +180.6% | +114.0% | +66.6% | +154.3% |
| 10Y | +277.2% | +637.5% | -360.3% | +189.3% |
| All | +171.4% | +475.0% | -303.6% | +44.8% |
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