+213.4%
GDXJ vs MAGS
+187.1%
+26.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.2% | -1.8% | -4.4% | -5.6% |
| 30D | +4.6% | +1.1% | +3.6% | +4.3% |
| 3M | +31.3% | +7.7% | +23.5% | +27.7% |
| 6M | -10.7% | +11.7% | -22.4% | -13.7% |
| YTD | +9.1% | +4.9% | +4.2% | +7.1% |
| 1Y | +44.1% | +14.3% | +29.8% | +38.6% |
| 3Y | +285.4% | +128.9% | +156.5% | +207.4% |
| All | +213.4% | +187.1% | +26.3% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling