+224.9%
GDXJ vs MAS
+58.1%
+166.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.3% |
| 7D | +13.4% | +2.0% | +11.5% | +13.0% |
| 30D | -1.3% | +19.4% | -20.7% | -5.6% |
| 3M | -1.5% | +9.4% | -10.9% | -3.9% |
| 6M | -12.2% | +15.3% | -27.6% | -15.5% |
| YTD | -5.3% | +31.3% | -36.6% | -11.6% |
| 1Y | +22.0% | +34.9% | -12.9% | +13.5% |
| 3Y | +224.9% | +58.6% | +166.3% | +163.0% |
| All | +224.9% | +58.1% | +166.8% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling