+289.0%
GDX vs MSI
+590.9%
-302.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +4.0% | -5.8% | +9.7% | +5.1% |
| 30D | +9.5% | -1.0% | +10.5% | +9.6% |
| 3M | +25.1% | +14.2% | +10.9% | +21.6% |
| 6M | -2.9% | +1.0% | -4.0% | -3.6% |
| YTD | +14.7% | +21.5% | -6.7% | +9.6% |
| 1Y | +47.4% | -2.1% | +49.5% | +47.1% |
| 3Y | +259.7% | +69.3% | +190.4% | +220.6% |
| 5Y | +227.7% | +99.3% | +128.3% | +181.4% |
| 10Y | +289.0% | +595.0% | -306.1% | +241.6% |
| All | +289.0% | +590.9% | -302.0% | +241.6% |
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