+158.1%
GDXJ vs MAS
+39.2%
+118.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -1.5% | +9.4% | -10.9% | -4.0% |
| 6M | -12.2% | +15.3% | -27.6% | -15.9% |
| YTD | -5.3% | +31.3% | -36.6% | -12.6% |
| 1Y | +22.0% | +34.9% | -12.9% | +11.9% |
| 3Y | +224.9% | +58.6% | +166.3% | +175.3% |
| All | +158.1% | +39.2% | +118.9% | +115.6% |
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