+177.3%
GDX vs MSI
+743.5%
-566.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | +13.6% | +4.7% | +9.0% | +12.5% |
| 30D | +2.5% | +14.8% | -12.3% | -0.5% |
| 3M | +4.4% | +8.8% | -4.4% | +2.3% |
| 6M | -5.2% | +19.3% | -24.5% | -9.4% |
| YTD | +2.1% | +35.3% | -33.2% | -5.2% |
| 1Y | +24.7% | +33.8% | -9.1% | +16.0% |
| 3Y | +211.3% | +74.4% | +136.8% | +171.7% |
| 5Y | +186.7% | +120.5% | +66.2% | +136.1% |
| 10Y | +285.3% | +685.2% | -399.9% | +133.3% |
| All | +177.3% | +743.5% | -566.2% | +44.2% |
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