+216.5%
GDXJ vs MAS
+214.9%
+1.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +3.2% |
| 7D | +13.4% | +2.4% | +11.1% | +12.8% |
| 30D | -1.3% | +19.8% | -21.1% | -5.9% |
| 3M | -1.5% | +9.8% | -11.4% | -4.0% |
| 6M | -12.2% | +15.8% | -28.0% | -15.8% |
| YTD | -5.3% | +31.8% | -37.1% | -12.3% |
| 1Y | +22.0% | +35.4% | -13.4% | +12.2% |
| 3Y | +224.9% | +59.2% | +165.7% | +180.0% |
| 5Y | +160.6% | +41.2% | +119.4% | +126.1% |
| All | +216.5% | +214.9% | +1.6% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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