+310.1%
GDX vs MSI
+689.5%
-379.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.9% |
| 7D | +15.6% | +8.3% | +7.2% | +13.9% |
| 30D | +2.4% | +18.9% | -16.4% | -0.8% |
| 3M | +1.7% | +13.2% | -11.5% | -0.6% |
| 6M | -3.3% | +38.3% | -41.6% | -9.3% |
| YTD | +6.6% | +38.9% | -32.2% | -0.7% |
| 1Y | +27.0% | +36.7% | -9.7% | +18.7% |
| 3Y | +243.4% | +76.6% | +166.8% | +204.2% |
| 5Y | +194.2% | +124.5% | +69.7% | +147.2% |
| 10Y | +310.1% | +674.5% | -364.4% | +216.5% |
| All | +310.1% | +689.5% | -379.4% | +216.5% |
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