+279.4%
GDX vs MSFU
+93.3%
+186.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.4% |
| 7D | +13.6% | +2.5% | +11.2% | +13.0% |
| 30D | +2.5% | -1.3% | +3.8% | +2.6% |
| 3M | +4.4% | +8.6% | -4.3% | +2.8% |
| 6M | -5.2% | +48.4% | -53.6% | -12.1% |
| YTD | +2.1% | +1.6% | +0.6% | -0.3% |
| 1Y | +24.7% | -5.8% | +30.5% | +23.1% |
| 3Y | +211.3% | +30.9% | +180.3% | +176.2% |
| All | +279.4% | +93.3% | +186.1% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling