+326.2%
GDX vs MSFU
+72.2%
+254.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | +4.0% | -3.2% | +7.1% | +4.4% |
| 30D | +9.5% | -3.1% | +12.6% | +9.9% |
| 3M | +25.1% | +35.3% | -10.2% | +18.2% |
| 6M | -2.9% | +31.6% | -34.5% | -8.5% |
| YTD | +14.7% | -9.5% | +24.3% | +14.2% |
| 1Y | +47.4% | -18.4% | +65.8% | +48.7% |
| 3Y | +259.7% | +26.9% | +232.8% | +218.0% |
| All | +326.2% | +72.2% | +254.0% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling