+231.2%
GDXJ vs MAS
+215.0%
+16.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -8.1% | +3.0% | -11.1% | -8.7% |
| 30D | -5.5% | +22.4% | -27.9% | -10.3% |
| 3M | -14.6% | +14.5% | -29.0% | -17.5% |
| 6M | -23.2% | +27.1% | -50.3% | -27.9% |
| YTD | -13.0% | +35.8% | -48.7% | -20.0% |
| 1Y | +2.8% | +39.4% | -36.7% | -6.2% |
| 3Y | +221.5% | +60.3% | +161.2% | +176.7% |
| 5Y | +123.4% | +39.4% | +83.9% | +94.4% |
| All | +231.2% | +215.0% | +16.2% | +139.7% |
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