+326.3%
GDX vs MSI
+664.3%
-338.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +3.2% | -10.0% | -7.3% |
| 30D | -2.1% | +17.6% | -19.7% | -5.0% |
| 3M | -7.5% | +14.5% | -22.0% | -9.9% |
| 6M | -15.2% | +34.3% | -49.4% | -20.0% |
| YTD | -4.8% | +39.7% | -44.5% | -11.5% |
| 1Y | +6.7% | +40.2% | -33.4% | -0.8% |
| 3Y | +212.7% | +77.1% | +135.6% | +176.5% |
| 5Y | +151.7% | +124.0% | +27.6% | +110.9% |
| All | +326.3% | +664.3% | -338.1% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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