+222.1%
GDXJ vs MAGS
+186.6%
+35.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | +8.4% | -0.1% | +8.5% | +8.5% |
| 3M | +25.5% | +3.8% | +21.7% | +23.8% |
| 6M | -6.3% | +13.2% | -19.6% | -9.8% |
| YTD | +12.1% | +4.7% | +7.4% | +10.2% |
| 1Y | +51.1% | +14.4% | +36.7% | +45.3% |
| 3Y | +296.1% | +128.6% | +167.5% | +216.1% |
| All | +222.1% | +186.6% | +35.4% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling