+216.7%
GDXJ vs MAGS
+190.0%
+26.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | -2.8% | +0.6% | -3.5% | -3.0% |
| 30D | +5.0% | +3.2% | +1.7% | +3.7% |
| 3M | +24.1% | +7.7% | +16.4% | +20.7% |
| 6M | -7.4% | +12.5% | -19.8% | -10.7% |
| YTD | +10.2% | +6.0% | +4.3% | +7.9% |
| 1Y | +42.5% | +14.4% | +28.2% | +36.8% |
| 3Y | +285.7% | +127.5% | +158.2% | +207.6% |
| All | +216.7% | +190.0% | +26.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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