+214.2%
GDX vs MSI
+665.3%
-451.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | -3.7% | +3.3% | +0.4% |
| 30D | +18.6% | +6.8% | +11.8% | +16.8% |
| 3M | +14.9% | +14.3% | +0.6% | +11.3% |
| 6M | -6.3% | -1.6% | -4.7% | -6.5% |
| YTD | +15.7% | +22.8% | -7.1% | +9.7% |
| 1Y | +54.8% | -1.1% | +55.9% | +53.8% |
| 3Y | +253.4% | +70.5% | +183.0% | +210.1% |
| 5Y | +219.7% | +102.8% | +116.9% | +168.2% |
| 10Y | +300.2% | +597.4% | -297.2% | +148.8% |
| All | +214.2% | +665.3% | -451.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling