+216.5%
GDXJ vs MAS
+213.7%
+2.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.3% |
| 7D | +13.4% | +2.0% | +11.5% | +12.9% |
| 30D | -1.3% | +19.4% | -20.7% | -5.8% |
| 3M | -1.5% | +9.4% | -10.9% | -3.9% |
| 6M | -12.2% | +15.3% | -27.6% | -15.7% |
| YTD | -5.3% | +31.3% | -36.6% | -12.2% |
| 1Y | +22.0% | +34.9% | -12.9% | +12.3% |
| 3Y | +224.9% | +58.6% | +166.3% | +180.2% |
| 5Y | +160.6% | +40.7% | +119.9% | +126.3% |
| All | +216.5% | +213.7% | +2.8% | +130.4% |
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