+166.5%
GDXJ vs MAS
+47.3%
+119.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +3.7% |
| 7D | +16.4% | +3.3% | +13.1% | +15.4% |
| 30D | -1.2% | +25.5% | -26.7% | -7.2% |
| 3M | -3.9% | +11.8% | -15.6% | -6.9% |
| 6M | -10.2% | +21.3% | -31.5% | -15.0% |
| YTD | -0.6% | +37.7% | -38.4% | -9.4% |
| 1Y | +24.3% | +41.0% | -16.7% | +12.7% |
| 3Y | +257.4% | +63.0% | +194.4% | +201.1% |
| 5Y | +166.5% | +44.1% | +122.4% | +120.2% |
| All | +166.5% | +47.3% | +119.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling