+212.7%
GDX vs MSI
+76.4%
+136.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +3.2% | -10.0% | -7.2% |
| 30D | -2.1% | +17.6% | -19.7% | -4.3% |
| 3M | -7.5% | +14.5% | -22.0% | -9.3% |
| 6M | -15.2% | +34.3% | -49.4% | -19.3% |
| YTD | -4.8% | +39.7% | -44.5% | -11.4% |
| 1Y | +6.7% | +40.2% | -33.4% | -0.8% |
| 3Y | +212.7% | +77.1% | +135.6% | +176.7% |
| All | +212.7% | +76.4% | +136.4% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling