+18.4%
GDXJ vs MAS
+40.8%
-22.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +3.1% |
| 7D | +16.4% | +3.3% | +13.1% | +14.9% |
| 30D | -1.2% | +25.5% | -26.7% | -10.0% |
| 3M | -3.9% | +11.8% | -15.6% | -8.5% |
| 6M | -10.2% | +21.3% | -31.5% | -17.8% |
| YTD | -0.6% | +37.7% | -38.4% | -16.8% |
| All | +18.4% | +40.8% | -22.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling